+566.5%
HUBS vs MAS
+381.1%
+185.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.2% |
| 7D | -14.6% | +2.4% | -16.9% | -16.0% |
| 30D | -8.9% | +19.8% | -28.8% | -18.6% |
| 3M | -0.9% | +9.8% | -10.7% | -6.8% |
| 6M | -14.7% | +15.8% | -30.5% | -23.9% |
| YTD | -50.0% | +31.8% | -81.8% | -60.3% |
| 1Y | -49.2% | +35.4% | -84.6% | -60.5% |
| 3Y | -52.3% | +59.2% | -111.5% | -68.2% |
| 5Y | -75.0% | +41.2% | -116.2% | -81.9% |
| 10Y | +294.1% | +221.6% | +72.5% | +65.3% |
| All | +566.5% | +381.1% | +185.4% | +120.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling