-54.1%
HUBS vs MOD
-33.0%
-21.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -21.4% | +17.2% | -8.5% |
| 7D | -13.0% | -31.3% | +18.4% | -19.5% |
| 30D | -1.8% | -46.1% | +44.3% | -13.7% |
| 3M | -13.0% | -51.1% | +38.2% | -24.9% |
| 6M | -12.4% | -62.1% | +49.6% | -26.7% |
| YTD | -46.0% | -26.2% | -19.8% | -48.8% |
| 1Y | -54.1% | -32.6% | -21.5% | -56.4% |
| All | -54.1% | -33.0% | -21.1% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling