+152.4%
HUBB vs FDS
-23.5%
+175.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.6% |
| 7D | +1.1% | -8.8% | +9.9% | +2.5% |
| 30D | -9.6% | -1.4% | -8.2% | -9.5% |
| 3M | -6.2% | +13.9% | -20.1% | -8.8% |
| 6M | -6.2% | +27.4% | -33.5% | -12.2% |
| YTD | +3.4% | -2.5% | +5.8% | +4.7% |
| 1Y | +5.3% | -23.8% | +29.1% | +17.2% |
| 3Y | +44.4% | -32.5% | +76.8% | +66.4% |
| 5Y | +152.4% | -23.2% | +175.6% | +181.3% |
| All | +152.4% | -23.5% | +175.8% | +181.3% |
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