+621.8%
HUBS vs MOD
+1,023.0%
-401.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +27.9% | -27.2% | -3.7% |
| 7D | +8.3% | +40.4% | -32.1% | +2.1% |
| 30D | -4.0% | -14.0% | +10.0% | -2.9% |
| 3M | -9.7% | -33.3% | +23.7% | -5.6% |
| 6M | +21.4% | -51.4% | +72.8% | +30.7% |
| YTD | -45.9% | +1.6% | -47.5% | -51.2% |
| 1Y | -44.4% | +5.4% | -49.8% | -50.6% |
| 3Y | -49.7% | +191.0% | -240.7% | -67.1% |
| 5Y | -74.2% | +1,093.1% | -1,167.3% | -88.4% |
| 10Y | +275.5% | +1,095.2% | -819.7% | +33.9% |
| All | +621.8% | +1,023.0% | -401.3% | +156.9% |
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