+304.9%
HUBS vs FN
+927.1%
-622.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.5% | -2.1% |
| 7D | -12.4% | +2.3% | -14.6% | -12.8% |
| 30D | +1.4% | -23.2% | +24.6% | +5.8% |
| 3M | +16.0% | -30.4% | +46.3% | +21.0% |
| 6M | -17.0% | -25.6% | +8.6% | -18.6% |
| YTD | -44.3% | -11.3% | -33.0% | -49.6% |
| 1Y | -54.3% | +8.4% | -62.7% | -61.9% |
| 3Y | -58.4% | +166.2% | -224.6% | -77.6% |
| 5Y | -66.7% | +290.3% | -357.0% | -85.2% |
| All | +304.9% | +927.1% | -622.2% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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