-58.5%
HUBS vs FIS
-25.5%
-33.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -9.0% | -7.9% | -1.1% | -3.7% |
| 30D | +7.2% | -8.0% | +15.2% | +13.9% |
| 3M | +20.9% | +0.6% | +20.3% | +22.4% |
| 6M | -13.0% | -22.2% | +9.2% | +2.6% |
| YTD | -43.8% | -40.8% | -3.1% | -26.6% |
| 1Y | -54.6% | -41.5% | -13.1% | -40.6% |
| 3Y | -58.5% | -25.5% | -33.0% | -53.4% |
| All | -58.5% | -25.5% | -33.0% | -53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling