+2,904.9%
HUBB vs FDS
+10,480.1%
-7,575.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +1.8% | +1.5% | +0.3% | +1.4% |
| 30D | -7.7% | +14.8% | -22.5% | -11.3% |
| 3M | -13.6% | +16.3% | -29.8% | -17.7% |
| 6M | -9.1% | +66.2% | -75.4% | -23.1% |
| YTD | -0.7% | +16.2% | -17.0% | -8.6% |
| 1Y | +1.1% | +21.8% | -20.8% | -8.4% |
| 3Y | +56.2% | -23.9% | +80.1% | +60.3% |
| 5Y | +126.6% | -23.1% | +149.7% | +130.5% |
| 10Y | +384.6% | +128.7% | +255.9% | +264.5% |
| All | +2,904.9% | +10,480.1% | -7,575.2% | +1,135.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling