+574.0%
HUBS vs FICO
+1,223.8%
-649.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.1% |
| 7D | -6.4% | +4.0% | -10.3% | -8.6% |
| 30D | -9.2% | -1.5% | -7.7% | -8.9% |
| 3M | -8.0% | -29.8% | +21.8% | +8.2% |
| 6M | +6.0% | -33.3% | +39.3% | +28.4% |
| YTD | -49.4% | -56.9% | +7.4% | -20.2% |
| 1Y | -48.6% | -59.5% | +10.8% | -16.1% |
| 3Y | -52.7% | -26.9% | -25.8% | -54.8% |
| 5Y | -75.2% | +92.9% | -168.1% | -88.8% |
| 10Y | +250.7% | +539.5% | -288.8% | -28.0% |
| All | +574.0% | +1,223.8% | -649.8% | +13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling