-55.9%
HUBS vs MRSH
+17.6%
-73.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.0% |
| 7D | -14.4% | +6.3% | -20.7% | -19.4% |
| 30D | -5.6% | +21.9% | -27.5% | -21.8% |
| 3M | -18.1% | +9.4% | -27.5% | -25.2% |
| 6M | -16.7% | +25.9% | -42.6% | -31.9% |
| YTD | -48.9% | +14.7% | -63.6% | -55.9% |
| 1Y | -55.9% | +19.3% | -75.2% | -64.5% |
| All | -55.9% | +17.6% | -73.5% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 1y: compounded portfolio wealth divided by compounded MRSH 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…
1y analysis · Full analysis span regression · 6 months rolling