+574.0%
HUBS vs MOS
-31.7%
+605.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.2% |
| 7D | -6.4% | +5.5% | -11.8% | -7.5% |
| 30D | -9.2% | +21.0% | -30.1% | -13.6% |
| 3M | -8.0% | -0.5% | -7.5% | -8.9% |
| 6M | +6.0% | +6.6% | -0.6% | +2.4% |
| YTD | -49.4% | -2.8% | -46.7% | -51.1% |
| 1Y | -48.6% | -8.1% | -40.6% | -49.7% |
| 3Y | -52.7% | -25.6% | -27.1% | -52.4% |
| 5Y | -75.2% | -29.8% | -45.5% | -76.2% |
| 10Y | +250.7% | +0.6% | +250.1% | +155.5% |
| All | +574.0% | -31.7% | +605.8% | +454.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling