+154.2%
HUBB vs FLR
+230.6%
-76.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | +0.1% |
| 7D | -1.7% | -6.9% | +5.2% | +0.3% |
| 30D | -12.7% | +1.1% | -13.8% | -13.1% |
| 3M | -2.9% | +14.3% | -17.3% | -7.2% |
| 6M | -4.8% | +19.1% | -23.9% | -10.8% |
| YTD | +2.8% | +35.1% | -32.4% | -7.3% |
| 1Y | +3.5% | +29.5% | -25.9% | -5.7% |
| 3Y | +43.5% | +53.0% | -9.5% | +21.4% |
| 5Y | +154.2% | +238.9% | -84.7% | +78.9% |
| All | +154.2% | +230.6% | -76.4% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling