+722.6%
HUBS vs FICO
+1,593.3%
-870.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -16.7% | +13.7% | +7.9% |
| 7D | -5.0% | -19.2% | +14.2% | +7.8% |
| 30D | -1.0% | -14.6% | +13.5% | +9.6% |
| 3M | +12.4% | -20.1% | +32.5% | +28.6% |
| 6M | -11.1% | -36.3% | +25.2% | +15.7% |
| YTD | -38.3% | -44.9% | +6.6% | -11.7% |
| 1Y | -46.7% | -38.6% | -8.1% | -31.9% |
| 3Y | -55.1% | +4.0% | -59.1% | -64.4% |
| 5Y | -64.8% | +99.5% | -164.4% | -83.2% |
| 10Y | +334.3% | +604.7% | -270.4% | -13.3% |
| All | +722.6% | +1,593.3% | -870.7% | +25.3% |
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