-73.9%
HUBS vs FN
+169.4%
-243.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.3% | +8.0% | +1.6% |
| 7D | +8.3% | +0.3% | +8.0% | +8.1% |
| 30D | -4.0% | -16.5% | +12.6% | -2.4% |
| 3M | -9.7% | -42.1% | +32.4% | -4.4% |
| 6M | +21.4% | -52.9% | +74.2% | +30.6% |
| YTD | -45.9% | -28.0% | -17.9% | -50.2% |
| 1Y | -44.4% | -18.5% | -25.9% | -51.1% |
| 3Y | -49.7% | +93.9% | -143.5% | -72.2% |
| All | -73.9% | +169.4% | -243.3% | -89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling