-58.5%
HUBS vs FITB
+130.4%
-188.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -9.0% | -0.3% | -8.7% | -8.9% |
| 30D | +7.2% | -5.7% | +12.9% | +9.3% |
| 3M | +20.9% | +3.2% | +17.7% | +19.3% |
| 6M | -13.0% | +23.4% | -36.4% | -20.9% |
| YTD | -43.8% | +18.8% | -62.6% | -48.6% |
| 1Y | -54.6% | +25.0% | -79.6% | -59.6% |
| 3Y | -58.5% | +131.2% | -189.7% | -71.4% |
| All | -58.5% | +130.4% | -188.9% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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