+722.6%
HUBS vs MOD
+1,511.4%
-788.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.3% | -7.3% | -3.6% |
| 7D | -5.0% | +9.6% | -14.6% | -6.4% |
| 30D | -1.0% | 0.0% | -1.1% | -1.3% |
| 3M | +12.4% | -35.4% | +47.7% | +18.6% |
| 6M | -11.1% | -7.3% | -3.9% | -14.0% |
| YTD | -38.3% | +45.8% | -84.1% | -46.5% |
| 1Y | -46.7% | +43.1% | -89.8% | -54.3% |
| 3Y | -55.1% | +297.7% | -352.8% | -71.7% |
| 5Y | -64.8% | +1,478.8% | -1,543.6% | -84.7% |
| 10Y | +334.3% | +1,633.4% | -1,299.1% | +47.7% |
| All | +722.6% | +1,511.4% | -788.8% | +181.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling