-66.2%
HUBS vs MOD
+1,517.1%
-1,583.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.3% | -0.9% | -3.9% |
| 7D | -6.2% | +3.6% | -9.8% | -6.6% |
| 30D | +6.6% | -2.6% | +9.3% | +6.7% |
| 3M | +16.4% | -33.1% | +49.6% | +20.6% |
| 6M | -19.7% | -7.5% | -12.2% | -22.2% |
| YTD | -42.6% | +39.3% | -81.9% | -49.5% |
| 1Y | -54.2% | +34.3% | -88.4% | -60.0% |
| 3Y | -57.1% | +296.2% | -353.3% | -73.9% |
| 5Y | -66.2% | +1,504.6% | -1,570.8% | -88.3% |
| All | -66.2% | +1,517.1% | -1,583.4% | -88.3% |
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