-54.1%
HUBS vs MTB
+27.0%
-81.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.2% | -5.4% | -4.2% |
| 7D | -13.0% | +2.0% | -15.0% | -13.0% |
| 30D | -1.8% | +2.9% | -4.7% | -1.9% |
| 3M | -13.0% | -10.7% | -2.3% | -13.4% |
| 6M | -12.4% | +6.3% | -18.8% | -10.2% |
| YTD | -46.0% | +13.8% | -59.8% | -46.9% |
| 1Y | -54.1% | +27.7% | -81.8% | -60.0% |
| All | -54.1% | +27.0% | -81.1% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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