-66.4%
HUBS vs MCO
+28.6%
-95.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | -1.0% |
| 7D | -9.0% | -3.8% | -5.2% | -5.1% |
| 30D | +7.2% | -0.4% | +7.6% | +8.2% |
| 3M | +20.9% | +7.7% | +13.1% | +13.3% |
| 6M | -13.0% | +7.0% | -20.0% | -17.0% |
| YTD | -43.8% | -6.4% | -37.4% | -38.7% |
| 1Y | -54.6% | -7.6% | -47.0% | -50.1% |
| 3Y | -58.5% | +43.2% | -101.7% | -73.4% |
| All | -66.4% | +28.6% | -95.0% | -74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling