+642.7%
HUBS vs MET
+211.4%
+431.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.4% |
| 7D | -12.4% | -2.5% | -9.9% | -11.3% |
| 30D | +1.4% | 0.0% | +1.4% | +1.4% |
| 3M | +16.0% | +13.1% | +2.9% | +8.8% |
| 6M | -17.0% | +39.0% | -56.0% | -29.7% |
| YTD | -44.3% | +25.2% | -69.5% | -50.5% |
| 1Y | -54.3% | +25.6% | -79.9% | -59.4% |
| 3Y | -58.4% | +67.1% | -125.5% | -68.0% |
| 5Y | -66.7% | +85.1% | -151.8% | -75.8% |
| 10Y | +315.9% | +245.5% | +70.4% | +97.4% |
| All | +642.7% | +211.4% | +431.3% | +245.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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