+566.5%
HUBS vs MAS
+379.2%
+187.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.0% |
| 7D | -14.6% | +2.0% | -16.5% | -15.8% |
| 30D | -8.9% | +19.4% | -28.3% | -18.4% |
| 3M | -0.9% | +9.4% | -10.3% | -6.6% |
| 6M | -14.7% | +15.3% | -30.0% | -23.7% |
| YTD | -50.0% | +31.3% | -81.3% | -60.3% |
| 1Y | -49.2% | +34.9% | -84.1% | -60.4% |
| 3Y | -52.3% | +58.6% | -110.9% | -68.1% |
| 5Y | -75.0% | +40.7% | -115.7% | -81.9% |
| 10Y | +294.1% | +220.4% | +73.7% | +65.7% |
| All | +566.5% | +379.2% | +187.2% | +121.2% |
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