+722.6%
HUBS vs FN
+2,692.3%
-1,969.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.1% | -6.1% | -3.6% |
| 7D | -5.0% | -1.7% | -3.3% | -4.7% |
| 30D | -1.0% | -22.0% | +20.9% | +2.6% |
| 3M | +12.4% | -43.0% | +55.4% | +23.2% |
| 6M | -11.1% | -27.7% | +16.6% | -12.4% |
| YTD | -38.3% | -10.5% | -27.8% | -44.0% |
| 1Y | -46.7% | +12.5% | -59.2% | -55.6% |
| 3Y | -55.1% | +153.8% | -208.9% | -74.4% |
| 5Y | -64.8% | +288.0% | -352.8% | -83.4% |
| 10Y | +334.3% | +906.4% | -572.1% | +49.1% |
| All | +722.6% | +2,692.3% | -1,969.7% | +130.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling