-41.9%
HUBS vs MDLN
-7.1%
-34.8%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -9.0% | -11.1% | +2.1% | -5.7% |
| 30D | +7.2% | -8.4% | +15.6% | +10.1% |
| 3M | +20.9% | -12.4% | +33.3% | +26.4% |
| 6M | -13.0% | -23.3% | +10.2% | -4.4% |
| YTD | -43.8% | -22.5% | -21.3% | -39.4% |
| All | -41.9% | -7.1% | -34.8% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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