+308.1%
HUBS vs MOD
+1,553.3%
-1,245.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.6% | -4.8% | 0.0% |
| 7D | -9.0% | -2.8% | -6.2% | -8.6% |
| 30D | +7.2% | -5.1% | +12.4% | +7.8% |
| 3M | +20.9% | -30.3% | +51.1% | +25.5% |
| 6M | -13.0% | -5.6% | -7.4% | -15.8% |
| YTD | -43.8% | +41.8% | -85.6% | -50.7% |
| 1Y | -54.6% | +28.9% | -83.5% | -59.9% |
| 3Y | -58.5% | +304.1% | -362.6% | -73.2% |
| 5Y | -66.4% | +1,575.2% | -1,641.6% | -84.8% |
| All | +308.1% | +1,553.3% | -1,245.1% | +55.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling