-58.5%
HUBS vs FCEL
-62.7%
+4.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.8% |
| 7D | -9.0% | +6.3% | -15.3% | -9.0% |
| 30D | +7.2% | -26.7% | +33.9% | +7.3% |
| 3M | +20.9% | -10.2% | +31.0% | +19.6% |
| 6M | -13.0% | +123.5% | -136.5% | -19.1% |
| YTD | -43.8% | +117.4% | -161.2% | -47.8% |
| 1Y | -54.6% | +146.0% | -200.6% | -58.3% |
| 3Y | -58.5% | -61.9% | +3.4% | -57.6% |
| All | -58.5% | -62.7% | +4.2% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 3y: compounded portfolio wealth divided by compounded FCEL 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…
3y analysis · Full analysis span regression · 6 months rolling