-55.0%
HUBS vs MAS
+33.4%
-88.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.8% | -4.7% | -3.5% |
| 7D | -5.0% | -0.8% | -4.3% | -4.8% |
| 30D | -1.0% | -5.6% | +4.5% | +0.8% |
| 3M | +12.4% | +4.4% | +7.9% | +10.0% |
| 6M | -11.1% | +7.2% | -18.3% | -14.9% |
| YTD | -38.3% | +16.1% | -54.4% | -43.6% |
| 1Y | -46.7% | +0.1% | -46.8% | -47.6% |
| All | -55.0% | +33.4% | -88.4% | -62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling