-66.4%
HUBS vs FITB
+68.5%
-134.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.8% |
| 3M | +20.9% | +3.2% | +17.7% | +19.0% |
| 6M | -13.0% | +23.4% | -36.4% | -22.0% |
| YTD | -43.8% | +18.8% | -62.6% | -49.2% |
| 1Y | -54.6% | +25.0% | -79.6% | -60.1% |
| 3Y | -58.5% | +131.2% | -189.7% | -73.5% |
| All | -66.4% | +68.5% | -134.9% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling