+648.6%
HUBS vs MKTX
+191.7%
+456.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -9.0% | -0.2% | -8.8% | -8.9% |
| 30D | +7.2% | +0.7% | +6.5% | +6.9% |
| 3M | +20.9% | +40.8% | -19.9% | +1.7% |
| 6M | -13.0% | -8.0% | -5.0% | -11.6% |
| YTD | -43.8% | -8.7% | -35.1% | -42.9% |
| 1Y | -54.6% | -11.8% | -42.8% | -53.4% |
| 3Y | -58.5% | -24.0% | -34.4% | -58.0% |
| 5Y | -66.4% | -60.3% | -6.1% | -53.5% |
| 10Y | +319.2% | +5.0% | +314.2% | +277.5% |
| All | +648.6% | +191.7% | +456.9% | +433.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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