-3.4%
HUBB vs FDS
+31.1%
-34.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.9% | -5.3% | -2.0% |
| 7D | +0.2% | +9.4% | -9.2% | +1.5% |
| 30D | -8.8% | +23.8% | -32.6% | -5.9% |
| 3M | -12.5% | +25.1% | -37.6% | -9.2% |
| 6M | -14.5% | +53.8% | -68.3% | -8.3% |
| YTD | -0.4% | +19.6% | -20.0% | +5.8% |
| 1Y | -3.4% | +31.6% | -35.1% | +2.9% |
| All | -3.4% | +31.1% | -34.6% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling