+308.1%
HUBS vs FFIV
+249.4%
+58.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | -1.4% |
| 7D | -9.0% | +5.4% | -14.4% | -12.4% |
| 30D | +7.2% | -2.7% | +9.9% | +8.5% |
| 3M | +20.9% | +4.5% | +16.3% | +15.3% |
| 6M | -13.0% | +42.2% | -55.2% | -33.4% |
| YTD | -43.8% | +61.3% | -105.1% | -61.1% |
| 1Y | -54.6% | +23.0% | -77.7% | -62.4% |
| 3Y | -58.5% | +156.3% | -214.7% | -80.5% |
| 5Y | -66.4% | +102.9% | -169.3% | -81.1% |
| All | +308.1% | +249.4% | +58.8% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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