+664.8%
HUBS vs MSI
+805.4%
-140.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -3.8% |
| 7D | -6.2% | -4.0% | -2.3% | -3.5% |
| 30D | +6.6% | -0.5% | +7.1% | +6.9% |
| 3M | +16.4% | +11.4% | +5.0% | +6.0% |
| 6M | -19.7% | +1.0% | -20.7% | -21.2% |
| YTD | -42.6% | +20.7% | -63.3% | -50.7% |
| 1Y | -54.2% | -2.7% | -51.5% | -54.2% |
| 3Y | -57.1% | +68.2% | -125.3% | -72.4% |
| 5Y | -66.2% | +100.0% | -166.2% | -80.7% |
| 10Y | +328.3% | +596.9% | -268.6% | +4.0% |
| All | +664.8% | +805.4% | -140.7% | +54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling