+648.6%
HUBS vs MRSH
+324.8%
+323.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +1.0% |
| 7D | -9.0% | -4.8% | -4.2% | -5.0% |
| 30D | +7.2% | -6.3% | +13.6% | +13.6% |
| 3M | +20.9% | +5.8% | +15.1% | +15.9% |
| 6M | -13.0% | +2.8% | -15.8% | -14.4% |
| YTD | -43.8% | -3.1% | -40.7% | -42.6% |
| 1Y | -54.6% | -11.3% | -43.4% | -50.3% |
| 3Y | -58.5% | -5.0% | -53.5% | -58.9% |
| 5Y | -66.4% | +19.2% | -85.6% | -72.6% |
| 10Y | +319.2% | +217.4% | +101.8% | +44.8% |
| All | +648.6% | +324.8% | +323.8% | +78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling