-50.0%
HUBS vs MOD
+135.8%
-185.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.5% | +6.9% | +6.4% |
| 7D | +5.3% | +16.1% | -10.8% | +4.8% |
| 30D | -2.5% | -38.5% | +36.1% | -1.4% |
| 3M | +2.7% | -46.8% | +49.5% | +4.2% |
| 6M | +20.2% | -61.6% | +81.8% | +23.2% |
| YTD | -46.2% | -20.5% | -25.7% | -50.6% |
| 1Y | -45.3% | -28.0% | -17.3% | -49.3% |
| All | -50.0% | +135.8% | -185.8% | -71.7% |
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