-55.2%
HUBS vs FICO
+3.2%
-58.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -3.0% |
| 7D | -4.3% | -15.4% | +11.2% | +2.8% |
| 30D | +14.2% | -10.4% | +24.6% | +19.8% |
| 3M | +15.5% | -22.7% | +38.2% | +29.9% |
| 6M | -18.9% | -36.8% | +17.8% | -2.6% |
| YTD | -40.1% | -44.8% | +4.7% | -24.6% |
| 1Y | -51.8% | -39.3% | -12.4% | -42.7% |
| 3Y | -55.2% | +3.7% | -59.0% | -58.9% |
| All | -55.2% | +3.2% | -58.5% | -58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling