+308.1%
HUBS vs FTV
+80.7%
+227.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.5% |
| 7D | -9.0% | -4.0% | -5.0% | -6.1% |
| 30D | +7.2% | -11.0% | +18.3% | +17.1% |
| 3M | +20.9% | -8.4% | +29.3% | +28.5% |
| 6M | -13.0% | -2.6% | -10.5% | -12.6% |
| YTD | -43.8% | -0.6% | -43.2% | -45.1% |
| 1Y | -54.6% | +11.0% | -65.6% | -59.6% |
| 3Y | -58.5% | -6.3% | -52.1% | -58.4% |
| 5Y | -66.4% | -1.5% | -64.9% | -67.6% |
| All | +308.1% | +80.7% | +227.4% | +136.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling