+698.7%
HUBS vs FFIV
+229.9%
+468.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | -4.3% | -1.5% | -2.7% | -3.3% |
| 30D | +14.2% | -2.7% | +16.9% | +15.7% |
| 3M | +15.5% | -1.7% | +17.2% | +15.2% |
| 6M | -18.9% | +36.1% | -55.1% | -35.2% |
| YTD | -40.1% | +52.6% | -92.7% | -56.0% |
| 1Y | -51.8% | +21.5% | -73.3% | -59.3% |
| 3Y | -55.2% | +142.7% | -197.9% | -77.0% |
| 5Y | -64.7% | +92.6% | -157.2% | -78.5% |
| 10Y | +327.0% | +225.5% | +101.5% | +86.1% |
| All | +698.7% | +229.9% | +468.9% | +233.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling