-57.6%
HUBS vs MOS
-24.6%
-32.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.0% | -4.2% |
| 7D | -6.2% | +1.7% | -7.9% | -6.4% |
| 30D | +6.6% | +11.7% | -5.1% | +5.5% |
| 3M | +16.4% | +23.2% | -6.7% | +14.1% |
| 6M | -19.7% | -1.6% | -18.1% | -19.9% |
| YTD | -42.6% | +10.8% | -53.5% | -44.5% |
| 1Y | -54.2% | -16.2% | -38.0% | -53.4% |
| All | -57.6% | -24.6% | -32.9% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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