-3.4%
HUBB vs FTV
+37.8%
-41.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.3% | -4.7% | -3.2% |
| 7D | +0.2% | +6.6% | -6.4% | -1.9% |
| 30D | -8.8% | +19.1% | -27.9% | -14.1% |
| 3M | -12.5% | +13.1% | -25.5% | -16.0% |
| 6M | -14.5% | +14.0% | -28.5% | -18.1% |
| YTD | -0.4% | +24.2% | -24.6% | -6.1% |
| 1Y | -3.4% | +36.4% | -39.8% | -14.5% |
| All | -3.4% | +37.8% | -41.2% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling