-74.3%
HUBS vs MOD
+815.4%
-889.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.5% | +6.9% | +6.4% |
| 7D | +5.3% | +16.1% | -10.8% | +3.6% |
| 30D | -2.5% | -38.5% | +36.1% | +2.0% |
| 3M | +2.7% | -46.8% | +49.5% | +8.6% |
| 6M | +20.2% | -61.6% | +81.8% | +30.2% |
| YTD | -46.2% | -20.5% | -25.7% | -50.4% |
| 1Y | -45.3% | -28.0% | -17.3% | -48.9% |
| 3Y | -49.7% | +134.9% | -184.6% | -68.5% |
| 5Y | -74.3% | +833.2% | -907.5% | -91.2% |
| All | -74.3% | +815.4% | -889.8% | -91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling