-19.7%
HUBS vs FPS
-1.0%
-18.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.2% | -5.0% |
| 7D | -6.2% | +5.3% | -11.6% | -5.4% |
| 30D | +6.6% | -17.6% | +24.2% | +3.3% |
| 3M | +16.4% | -45.8% | +62.2% | +11.4% |
| 6M | -19.7% | -10.1% | -9.6% | -20.0% |
| All | -19.7% | -1.0% | -18.7% | -20.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling