+308.1%
HUBS vs FDX
+182.5%
+125.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -9.0% | -3.3% | -5.7% | -7.5% |
| 30D | +7.2% | -4.5% | +11.8% | +9.9% |
| 3M | +20.9% | -7.3% | +28.2% | +24.6% |
| 6M | -13.0% | +7.5% | -20.6% | -18.0% |
| YTD | -43.8% | +35.1% | -78.9% | -53.3% |
| 1Y | -54.6% | +71.4% | -126.1% | -66.8% |
| 3Y | -58.5% | +60.8% | -119.3% | -70.1% |
| 5Y | -66.4% | +65.5% | -131.9% | -77.0% |
| All | +308.1% | +182.5% | +125.7% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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