+308.1%
HUBS vs FLR
+19.7%
+288.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | -9.0% | -3.5% | -5.5% | -8.4% |
| 30D | +7.2% | +4.2% | +3.1% | +6.3% |
| 3M | +20.9% | +8.1% | +12.8% | +17.9% |
| 6M | -13.0% | +21.5% | -34.6% | -17.6% |
| YTD | -43.8% | +36.8% | -80.6% | -48.2% |
| 1Y | -54.6% | +31.2% | -85.8% | -57.9% |
| 3Y | -58.5% | +53.9% | -112.3% | -63.8% |
| 5Y | -66.4% | +243.0% | -309.4% | -74.9% |
| All | +308.1% | +19.7% | +288.4% | +210.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling