-54.1%
HUBS vs FICO
-57.1%
+3.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.2% | -1.0% | -2.7% |
| 7D | -13.0% | +0.4% | -13.4% | -13.2% |
| 30D | -1.8% | +1.7% | -3.5% | -3.4% |
| 3M | -13.0% | -33.0% | +20.1% | +4.2% |
| 6M | -12.4% | -33.9% | +21.4% | +5.8% |
| YTD | -46.0% | -58.5% | +12.5% | -28.1% |
| 1Y | -54.1% | -56.4% | +2.3% | -38.0% |
| All | -54.1% | -57.1% | +3.0% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 1y: compounded portfolio wealth divided by compounded FICO 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…
1y analysis · Full analysis span regression · 6 months rolling