-75.6%
HUBS vs FICO
+82.5%
-158.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -4.8% |
| 7D | -12.9% | +0.9% | -13.8% | -13.3% |
| 30D | -13.7% | +9.4% | -23.2% | -18.6% |
| 3M | -8.8% | -30.4% | +21.6% | +6.1% |
| 6M | -0.2% | -35.1% | +34.9% | +20.8% |
| YTD | -50.9% | -56.8% | +5.9% | -26.7% |
| 1Y | -49.0% | -58.4% | +9.4% | -22.6% |
| 3Y | -54.1% | -26.7% | -27.4% | -57.7% |
| 5Y | -75.6% | +88.0% | -163.6% | -88.5% |
| All | -75.6% | +82.5% | -158.1% | -88.5% |
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