-46.7%
HUBS vs MAGS
+15.9%
-62.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.2% |
| 7D | -5.0% | +0.5% | -5.6% | -5.3% |
| 30D | -1.0% | +1.5% | -2.5% | -1.7% |
| 3M | +12.4% | +0.5% | +11.9% | +12.0% |
| 6M | -11.1% | +11.6% | -22.7% | -16.8% |
| YTD | -38.3% | +5.3% | -43.6% | -39.6% |
| 1Y | -46.7% | +14.9% | -61.6% | -51.3% |
| All | -46.7% | +15.9% | -62.6% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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