-55.2%
HUBS vs MOD
+312.9%
-368.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.8% |
| 7D | -4.3% | +6.3% | -10.6% | -4.5% |
| 30D | +14.2% | -1.7% | +15.9% | +14.2% |
| 3M | +15.5% | -30.1% | +45.6% | +17.4% |
| 6M | -18.9% | +2.7% | -21.6% | -21.9% |
| YTD | -40.1% | +44.1% | -84.2% | -46.2% |
| 1Y | -51.8% | +38.7% | -90.5% | -57.0% |
| 3Y | -55.2% | +309.8% | -365.0% | -75.5% |
| All | -55.2% | +312.9% | -368.2% | -75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling