+664.8%
HUBS vs FHN
+189.6%
+475.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.1% |
| 7D | -6.2% | 0.0% | -6.3% | -6.2% |
| 30D | +6.6% | -2.6% | +9.2% | +7.3% |
| 3M | +16.4% | 0.0% | +16.4% | +16.5% |
| 6M | -19.7% | +9.2% | -29.0% | -22.3% |
| YTD | -42.6% | +4.3% | -47.0% | -43.8% |
| 1Y | -54.2% | +10.8% | -64.9% | -56.0% |
| 3Y | -57.1% | +130.7% | -187.9% | -67.1% |
| 5Y | -66.2% | +87.4% | -153.6% | -74.6% |
| 10Y | +328.3% | +126.9% | +201.4% | +147.6% |
| All | +664.8% | +189.6% | +475.2% | +242.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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