-46.7%
HUBS vs FIS
-37.2%
-9.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -1.9% |
| 7D | -5.0% | +1.1% | -6.1% | -6.3% |
| 30D | -1.0% | -2.2% | +1.2% | +2.0% |
| 3M | +12.4% | +2.1% | +10.2% | +10.7% |
| 6M | -11.1% | -14.7% | +3.5% | +5.9% |
| YTD | -38.3% | -35.7% | -2.6% | -16.6% |
| 1Y | -46.7% | -37.1% | -9.6% | -27.2% |
| All | -46.7% | -37.2% | -9.5% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 1y: compounded portfolio wealth divided by compounded FIS 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…
1y analysis · Full analysis span regression · 6 months rolling