-54.1%
HUBS vs FDS
+31.1%
-85.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.9% | -7.1% | -7.1% |
| 7D | -13.0% | +9.4% | -22.4% | -21.1% |
| 30D | -1.8% | +23.8% | -25.6% | -21.3% |
| 3M | -13.0% | +25.1% | -38.1% | -30.5% |
| 6M | -12.4% | +53.8% | -66.2% | -41.9% |
| YTD | -46.0% | +19.6% | -65.6% | -58.2% |
| 1Y | -54.1% | +31.6% | -85.7% | -68.3% |
| All | -54.1% | +31.1% | -85.2% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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