+664.8%
HUBS vs FITB
+303.6%
+361.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.0% |
| 7D | -6.2% | -0.4% | -5.9% | -6.1% |
| 30D | +6.6% | -5.1% | +11.8% | +8.7% |
| 3M | +16.4% | +3.5% | +12.9% | +14.6% |
| 6M | -19.7% | +17.2% | -37.0% | -25.5% |
| YTD | -42.6% | +17.6% | -60.3% | -47.2% |
| 1Y | -54.2% | +23.4% | -77.5% | -58.7% |
| 3Y | -57.1% | +129.7% | -186.9% | -70.4% |
| 5Y | -66.2% | +68.4% | -134.7% | -73.9% |
| 10Y | +328.3% | +285.6% | +42.6% | +92.6% |
| All | +664.8% | +303.6% | +361.1% | +237.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling