+664.8%
HUBS vs FDS
+160.3%
+504.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.4% | -0.9% | -1.5% |
| 7D | -6.2% | -8.8% | +2.5% | +1.0% |
| 30D | +6.6% | -1.4% | +8.0% | +8.6% |
| 3M | +16.4% | +13.9% | +2.6% | +6.0% |
| 6M | -19.7% | +27.4% | -47.1% | -32.2% |
| YTD | -42.6% | -2.5% | -40.2% | -40.5% |
| 1Y | -54.2% | -23.8% | -30.4% | -43.9% |
| 3Y | -57.1% | -32.5% | -24.7% | -44.0% |
| 5Y | -66.2% | -23.2% | -43.1% | -59.3% |
| 10Y | +328.3% | +76.4% | +251.9% | +157.9% |
| All | +664.8% | +160.3% | +504.4% | +180.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling