+126.5%
HUBB vs FDS
-23.2%
+149.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +1.8% | +1.5% | +0.3% | +1.6% |
| 30D | -7.7% | +14.8% | -22.5% | -9.6% |
| 3M | -13.6% | +16.3% | -29.8% | -15.7% |
| 6M | -9.1% | +66.2% | -75.4% | -18.8% |
| YTD | -0.7% | +16.2% | -17.0% | -2.1% |
| 1Y | +1.1% | +21.8% | -20.8% | -2.4% |
| 3Y | +56.2% | -23.9% | +80.1% | +80.6% |
| All | +126.5% | -23.2% | +149.7% | +157.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling