-64.7%
HUBS vs FICO
+102.0%
-166.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -3.0% |
| 7D | -4.3% | -15.4% | +11.2% | +4.4% |
| 30D | +14.2% | -10.4% | +24.6% | +21.0% |
| 3M | +15.5% | -22.7% | +38.2% | +33.2% |
| 6M | -18.9% | -36.8% | +17.8% | +2.9% |
| YTD | -40.1% | -44.8% | +4.7% | -18.0% |
| 1Y | -51.8% | -39.3% | -12.4% | -39.6% |
| 3Y | -55.2% | +3.7% | -59.0% | -65.4% |
| 5Y | -64.7% | +101.7% | -166.4% | -81.4% |
| All | -64.7% | +102.0% | -166.7% | -81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling