+262.3%
HUBS vs MAS
+215.9%
+46.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +2.9% |
| 7D | -6.4% | -1.8% | -4.5% | -5.2% |
| 30D | -9.2% | +23.6% | -32.7% | -20.5% |
| 3M | -8.0% | +12.4% | -20.4% | -14.7% |
| 6M | +6.0% | +21.9% | -15.8% | -8.6% |
| YTD | -49.4% | +36.1% | -85.6% | -61.0% |
| 1Y | -48.6% | +39.5% | -88.1% | -61.1% |
| 3Y | -52.7% | +59.1% | -111.8% | -69.0% |
| 5Y | -75.2% | +44.4% | -119.6% | -82.7% |
| All | +262.3% | +215.9% | +46.4% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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