+308.1%
HUBS vs FDS
+64.8%
+243.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.8% |
| 7D | -9.0% | -14.0% | +5.0% | +2.6% |
| 30D | +7.2% | -6.2% | +13.5% | +13.6% |
| 3M | +20.9% | +10.2% | +10.7% | +13.1% |
| 6M | -13.0% | +27.4% | -40.5% | -26.4% |
| YTD | -43.8% | -9.3% | -34.6% | -38.4% |
| 1Y | -54.6% | -28.6% | -26.0% | -41.7% |
| 3Y | -58.5% | -36.8% | -21.6% | -43.0% |
| 5Y | -66.4% | -28.6% | -37.8% | -57.2% |
| All | +308.1% | +64.8% | +243.3% | +171.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling