+327.0%
HUBS vs MAS
+135.2%
+191.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.5% | -1.4% |
| 7D | -4.3% | +1.0% | -5.2% | -4.9% |
| 30D | +14.2% | -8.1% | +22.3% | +20.1% |
| 3M | +15.5% | +3.3% | +12.2% | +11.4% |
| 6M | -18.9% | +12.4% | -31.4% | -27.9% |
| YTD | -40.1% | +13.3% | -53.4% | -48.0% |
| 1Y | -51.8% | -4.7% | -47.1% | -53.0% |
| 3Y | -55.2% | +33.0% | -88.2% | -67.1% |
| 5Y | -64.7% | +33.9% | -98.6% | -74.1% |
| 10Y | +327.0% | +135.4% | +191.6% | +99.6% |
| All | +327.0% | +135.2% | +191.7% | +99.6% |
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