+146.3%
HUBB vs FGI
-70.6%
+216.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.5% |
| 7D | +1.7% | -7.0% | +8.6% | +1.7% |
| 30D | -9.7% | -4.2% | -5.4% | -9.7% |
| 3M | -15.2% | +55.6% | -70.8% | -15.8% |
| 6M | -14.0% | -3.2% | -10.8% | -14.2% |
| YTD | -2.4% | +29.1% | -31.6% | -3.8% |
| 1Y | -5.8% | +51.0% | -56.8% | -7.3% |
| 3Y | +60.4% | +1.5% | +58.9% | +58.2% |
| All | +146.3% | -70.6% | +216.8% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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