+428.6%
HUBB vs FDS
+66.9%
+361.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.8% | +5.3% | +1.4% |
| 7D | -1.7% | -16.0% | +14.3% | +4.0% |
| 30D | -12.7% | -6.7% | -5.9% | -11.0% |
| 3M | -2.9% | +6.0% | -8.9% | -6.8% |
| 6M | -4.8% | +25.1% | -29.9% | -16.2% |
| YTD | +2.8% | -8.1% | +10.9% | +2.2% |
| 1Y | +3.5% | -26.0% | +29.5% | +12.8% |
| 3Y | +43.5% | -36.4% | +80.0% | +65.7% |
| 5Y | +154.2% | -27.7% | +181.9% | +168.6% |
| All | +428.6% | +66.9% | +361.7% | +261.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling