+3,068.1%
HUBB vs FDS
+9,502.8%
-6,434.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +1.1% |
| 7D | +0.5% | -1.9% | +2.4% | +1.0% |
| 30D | -10.0% | +9.0% | -19.0% | -12.3% |
| 3M | -4.8% | +18.9% | -23.6% | -10.5% |
| 6M | -5.6% | +35.1% | -40.7% | -15.4% |
| YTD | +4.7% | +5.5% | -0.8% | -0.4% |
| 1Y | +6.7% | -16.8% | +23.5% | +7.8% |
| 3Y | +45.8% | -28.1% | +73.8% | +52.8% |
| 5Y | +145.9% | -17.4% | +163.4% | +146.3% |
| 10Y | +418.6% | +85.4% | +333.1% | +314.3% |
| All | +3,068.1% | +9,502.8% | -6,434.7% | +1,246.6% |
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