+722.6%
HUBS vs MAS
+323.7%
+398.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.8% | -4.7% | -4.0% |
| 7D | -5.0% | -0.8% | -4.3% | -4.6% |
| 30D | -1.0% | -5.6% | +4.5% | +2.6% |
| 3M | +12.4% | +4.4% | +7.9% | +7.8% |
| 6M | -11.1% | +7.2% | -18.3% | -18.4% |
| YTD | -38.3% | +16.1% | -54.4% | -47.0% |
| 1Y | -46.7% | +0.1% | -46.8% | -49.5% |
| 3Y | -55.1% | +28.3% | -83.4% | -65.6% |
| 5Y | -64.8% | +30.5% | -95.3% | -73.3% |
| 10Y | +334.3% | +139.1% | +195.2% | +114.5% |
| All | +722.6% | +323.7% | +398.8% | +195.2% |
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