-66.2%
HUBS vs MOS
-4.4%
-61.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.0% | -4.1% |
| 7D | -6.2% | +1.7% | -7.9% | -6.5% |
| 30D | +6.6% | +11.7% | -5.1% | +4.9% |
| 3M | +16.4% | +23.2% | -6.7% | +12.7% |
| 6M | -19.7% | -1.6% | -18.1% | -20.3% |
| YTD | -42.6% | +10.8% | -53.5% | -44.7% |
| 1Y | -54.2% | -16.2% | -38.0% | -53.5% |
| 3Y | -57.1% | -24.2% | -32.9% | -56.8% |
| 5Y | -66.2% | -6.6% | -59.6% | -70.3% |
| All | -66.2% | -4.4% | -61.8% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling