-58.8%
HUBS vs FE
+47.0%
-105.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | -12.4% | -1.7% | -10.7% | -12.6% |
| 30D | +1.4% | -1.3% | +2.6% | +1.2% |
| 3M | +16.0% | +0.6% | +15.4% | +16.1% |
| 6M | -17.0% | -6.8% | -10.1% | -17.7% |
| YTD | -44.3% | +6.4% | -50.7% | -43.9% |
| 1Y | -54.3% | +11.3% | -65.6% | -53.9% |
| All | -58.8% | +47.0% | -105.8% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 3y: compounded portfolio wealth divided by compounded FE 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…
3y analysis · Full analysis span regression · 6 months rolling