+642.7%
HUBS vs MTB
+169.9%
+472.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.0% |
| 7D | -12.4% | -0.4% | -11.9% | -12.2% |
| 30D | +1.4% | -4.6% | +6.0% | +2.8% |
| 3M | +16.0% | +7.4% | +8.5% | +13.3% |
| 6M | -17.0% | +18.7% | -35.7% | -21.9% |
| YTD | -44.3% | +21.1% | -65.4% | -48.1% |
| 1Y | -54.3% | +24.1% | -78.4% | -57.8% |
| 3Y | -58.4% | +115.3% | -173.7% | -68.2% |
| 5Y | -66.7% | +106.0% | -172.7% | -74.6% |
| 10Y | +315.9% | +171.6% | +144.3% | +153.4% |
| All | +642.7% | +169.9% | +472.8% | +342.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling