+642.7%
HUBS vs FTI
+108.4%
+534.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -2.3% |
| 7D | -12.4% | -5.6% | -6.8% | -11.4% |
| 30D | +1.4% | +0.4% | +1.0% | +1.2% |
| 3M | +16.0% | +8.1% | +7.8% | +13.6% |
| 6M | -17.0% | +16.7% | -33.7% | -20.2% |
| YTD | -44.3% | +70.0% | -114.3% | -50.6% |
| 1Y | -54.3% | +85.4% | -139.7% | -60.3% |
| 3Y | -58.4% | +265.9% | -324.3% | -68.9% |
| 5Y | -66.7% | +1,072.7% | -1,139.4% | -80.9% |
| 10Y | +315.9% | +298.9% | +17.0% | +155.9% |
| All | +642.7% | +108.4% | +534.3% | +376.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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