+722.6%
HUBS vs MOS
-23.2%
+745.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.4% | -3.3% |
| 7D | -5.0% | +9.5% | -14.6% | -7.1% |
| 30D | -1.0% | +10.4% | -11.5% | -3.6% |
| 3M | +12.4% | +12.9% | -0.5% | +8.4% |
| 6M | -11.1% | +1.2% | -12.4% | -13.1% |
| YTD | -38.3% | +9.3% | -47.6% | -41.4% |
| 1Y | -46.7% | -18.0% | -28.7% | -45.6% |
| 3Y | -55.1% | -29.0% | -26.1% | -53.9% |
| 5Y | -64.8% | -9.6% | -55.3% | -68.3% |
| 10Y | +334.3% | +6.1% | +328.2% | +216.5% |
| All | +722.6% | -23.2% | +745.8% | +563.7% |
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