+437.9%
HUBB vs FLR
+19.7%
+418.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.5% |
| 7D | -0.1% | -3.5% | +3.4% | +0.7% |
| 30D | -10.0% | +4.2% | -14.1% | -10.8% |
| 3M | -1.6% | +8.1% | -9.7% | -3.7% |
| 6M | -3.1% | +21.5% | -24.6% | -8.1% |
| YTD | +4.6% | +36.8% | -32.2% | -3.5% |
| 1Y | +3.3% | +31.2% | -27.9% | -4.0% |
| 3Y | +46.6% | +53.9% | -7.3% | +28.8% |
| 5Y | +158.7% | +243.0% | -84.4% | +89.7% |
| All | +437.9% | +19.7% | +418.2% | +316.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling