-54.2%
HUBS vs FICO
-36.4%
-17.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +5.3% | -9.6% | -6.9% |
| 7D | -6.2% | -10.6% | +4.3% | -1.9% |
| 30D | +6.6% | -6.3% | +13.0% | +9.5% |
| 3M | +16.4% | -19.7% | +36.2% | +28.7% |
| 6M | -19.7% | -31.8% | +12.0% | -8.9% |
| YTD | -42.6% | -41.8% | -0.8% | -35.0% |
| 1Y | -54.2% | -36.4% | -17.7% | -49.2% |
| All | -54.2% | -36.4% | -17.8% | -49.2% |
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