-58.5%
HUBS vs MSI
+70.3%
-128.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -9.0% | -0.4% | -8.6% | -8.8% |
| 30D | +7.2% | -0.8% | +8.0% | +7.5% |
| 3M | +20.9% | +13.9% | +6.9% | +11.7% |
| 6M | -13.0% | +1.3% | -14.4% | -14.4% |
| YTD | -43.8% | +22.3% | -66.1% | -49.1% |
| 1Y | -54.6% | -3.9% | -50.8% | -54.5% |
| 3Y | -58.5% | +69.9% | -128.3% | -68.6% |
| All | -58.5% | +70.3% | -128.8% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 3y: compounded portfolio wealth divided by compounded MSI 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…
3y analysis · Full analysis span regression · 6 months rolling