+304.9%
HUBS vs FICO
+651.8%
-346.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -1.4% |
| 7D | -12.4% | -14.1% | +1.8% | -4.5% |
| 30D | +1.4% | -7.5% | +8.8% | +5.6% |
| 3M | +16.0% | -21.3% | +37.2% | +34.4% |
| 6M | -17.0% | -25.2% | +8.3% | -2.4% |
| YTD | -44.3% | -43.2% | -1.1% | -21.3% |
| 1Y | -54.3% | -37.2% | -17.1% | -42.4% |
| 3Y | -58.4% | +6.8% | -65.2% | -68.6% |
| 5Y | -66.7% | +112.8% | -179.5% | -85.9% |
| All | +304.9% | +651.8% | -346.9% | -46.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling