+664.8%
HUBS vs FE
+120.1%
+544.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.7% | -4.1% |
| 7D | -6.2% | -0.2% | -6.1% | -6.2% |
| 30D | +6.6% | -1.2% | +7.8% | +6.9% |
| 3M | +16.4% | +1.7% | +14.8% | +15.8% |
| 6M | -19.7% | -7.5% | -12.3% | -18.2% |
| YTD | -42.6% | +6.3% | -49.0% | -44.0% |
| 1Y | -54.2% | +10.9% | -65.0% | -55.9% |
| 3Y | -57.1% | +46.9% | -104.1% | -63.0% |
| 5Y | -66.2% | +47.6% | -113.9% | -71.0% |
| 10Y | +328.3% | +114.5% | +213.8% | +241.9% |
| All | +664.8% | +120.1% | +544.6% | +546.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling