+0.8%
HUBS vs FPS
+22.4%
-21.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.0% | -8.2% | +2.2% |
| 7D | -9.0% | +1.5% | -10.5% | -8.8% |
| 30D | +7.2% | -16.9% | +24.1% | +4.1% |
| 3M | +20.9% | -45.3% | +66.2% | +14.9% |
| 6M | -13.0% | -10.3% | -2.7% | -11.7% |
| All | +0.8% | +22.4% | -21.6% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 3y: compounded portfolio wealth divided by compounded FPS 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…
3y analysis · Full analysis span regression · 6 months rolling