-58.5%
HUBS vs MCO
+42.6%
-101.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | -0.7% |
| 7D | -9.0% | -3.8% | -5.2% | -5.7% |
| 30D | +7.2% | -0.4% | +7.6% | +8.1% |
| 3M | +20.9% | +7.7% | +13.1% | +15.1% |
| 6M | -13.0% | +7.0% | -20.0% | -15.9% |
| YTD | -43.8% | -6.4% | -37.4% | -40.0% |
| 1Y | -54.6% | -7.6% | -47.0% | -51.2% |
| 3Y | -58.5% | +43.2% | -101.7% | -63.3% |
| All | -58.5% | +42.6% | -101.1% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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