-58.5%
HUBS vs MTB
+114.2%
-172.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -9.0% | 0.0% | -9.0% | -9.0% |
| 30D | +7.2% | -4.8% | +12.0% | +9.0% |
| 3M | +20.9% | +6.0% | +14.9% | +18.6% |
| 6M | -13.0% | +19.6% | -32.6% | -18.9% |
| YTD | -43.8% | +21.5% | -65.3% | -48.3% |
| 1Y | -54.6% | +24.7% | -79.3% | -58.8% |
| 3Y | -58.5% | +108.6% | -167.0% | -68.3% |
| All | -58.5% | +114.2% | -172.7% | -68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling