+154.2%
HUBB vs FTV
-3.0%
+157.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | +0.9% |
| 7D | -1.7% | -5.2% | +3.5% | +1.7% |
| 30D | -12.7% | -11.5% | -1.1% | -5.6% |
| 3M | -2.9% | -9.0% | +6.1% | +2.8% |
| 6M | -4.8% | -2.0% | -2.8% | -3.8% |
| YTD | +2.8% | -0.9% | +3.7% | +1.3% |
| 1Y | +3.5% | +14.8% | -11.3% | -8.2% |
| 3Y | +43.5% | -5.5% | +49.1% | +44.7% |
| 5Y | +154.2% | -1.9% | +156.1% | +139.9% |
| All | +154.2% | -3.0% | +157.2% | +139.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling