-46.7%
HUBS vs FICO
-39.1%
-7.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -16.7% | +13.7% | +5.5% |
| 7D | -5.0% | -19.2% | +14.2% | +4.9% |
| 30D | -1.0% | -14.6% | +13.5% | +7.1% |
| 3M | +12.4% | -20.1% | +32.5% | +25.2% |
| 6M | -11.1% | -36.3% | +25.2% | +4.4% |
| YTD | -38.3% | -44.9% | +6.6% | -27.8% |
| 1Y | -46.7% | -38.6% | -8.1% | -39.1% |
| All | -46.7% | -39.1% | -7.6% | -39.1% |
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