+6.7%
HUBB vs MSTZ
-29.5%
+36.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | +0.2% |
| 7D | +0.5% | -29.7% | +30.3% | -0.2% |
| 30D | -10.0% | -65.3% | +55.3% | -12.0% |
| 3M | -4.8% | -57.3% | +52.6% | -5.2% |
| 6M | -5.6% | -61.6% | +56.1% | -5.9% |
| YTD | +4.7% | -78.3% | +82.9% | +3.1% |
| 1Y | +6.7% | -30.2% | +36.9% | +13.1% |
| All | +6.7% | -29.5% | +36.1% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling