+3,632.4%
HUBB vs FLR
+609.6%
+3,022.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | +4.8% | +0.7% | +4.2% | +4.7% |
| 30D | -9.3% | -0.7% | -8.6% | -9.3% |
| 3M | -3.9% | +14.3% | -18.2% | -7.9% |
| 6M | -0.8% | +25.6% | -26.4% | -8.0% |
| YTD | +5.6% | +42.9% | -37.3% | -5.6% |
| 1Y | +7.7% | +38.7% | -31.0% | -3.2% |
| 3Y | +47.5% | +61.8% | -14.3% | +22.9% |
| 5Y | +153.7% | +254.1% | -100.4% | +65.1% |
| 10Y | +433.0% | +20.0% | +413.0% | +280.0% |
| All | +3,632.4% | +609.6% | +3,022.9% | +1,414.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling