+642.7%
HUBS vs FLR
-8.1%
+650.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.4% |
| 7D | -12.4% | -6.9% | -5.5% | -11.1% |
| 30D | +1.4% | +1.1% | +0.2% | +1.1% |
| 3M | +16.0% | +14.3% | +1.6% | +11.6% |
| 6M | -17.0% | +19.1% | -36.1% | -21.2% |
| YTD | -44.3% | +35.1% | -79.4% | -48.7% |
| 1Y | -54.3% | +29.5% | -83.8% | -57.6% |
| 3Y | -58.4% | +53.0% | -111.4% | -63.9% |
| 5Y | -66.7% | +238.9% | -305.6% | -75.5% |
| 10Y | +315.9% | +17.4% | +298.5% | +223.9% |
| All | +642.7% | -8.1% | +650.8% | +497.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling