+425.9%
HUBS vs FTV
+82.6%
+343.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -1.1% |
| 7D | -12.4% | -5.2% | -7.2% | -8.7% |
| 30D | +1.4% | -11.5% | +12.9% | +11.1% |
| 3M | +16.0% | -9.0% | +25.0% | +23.9% |
| 6M | -17.0% | -2.0% | -15.0% | -17.0% |
| YTD | -44.3% | -0.9% | -43.4% | -45.4% |
| 1Y | -54.3% | +14.8% | -69.1% | -60.4% |
| 3Y | -58.4% | -5.5% | -52.9% | -58.6% |
| 5Y | -66.7% | -1.9% | -64.8% | -67.7% |
| 10Y | +315.9% | +78.2% | +237.7% | +145.4% |
| All | +425.9% | +82.6% | +343.2% | +213.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling