-66.4%
HUBS vs FCUV
-99.8%
+33.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.7% |
| 7D | -9.0% | -66.5% | +57.5% | -8.0% |
| 30D | +7.2% | +5.0% | +2.3% | +6.3% |
| 3M | +20.9% | +63.8% | -42.9% | +13.2% |
| 6M | -13.0% | -67.8% | +54.8% | -14.4% |
| YTD | -43.8% | -82.4% | +38.6% | -43.6% |
| 1Y | -54.6% | -94.7% | +40.1% | -52.6% |
| 3Y | -58.5% | -99.3% | +40.8% | -52.7% |
| All | -66.4% | -99.8% | +33.5% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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