-58.5%
HUBS vs MKC
-31.4%
-27.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | -9.0% | -1.5% | -7.5% | -8.9% |
| 30D | +7.2% | -3.1% | +10.4% | +7.6% |
| 3M | +20.9% | +5.2% | +15.7% | +21.2% |
| 6M | -13.0% | -12.8% | -0.2% | -12.7% |
| YTD | -43.8% | -23.3% | -20.6% | -43.5% |
| 1Y | -54.6% | -24.1% | -30.5% | -54.3% |
| 3Y | -58.5% | -32.1% | -26.4% | -52.9% |
| All | -58.5% | -31.4% | -27.1% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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