+648.6%
HUBS vs MTCH
+156.6%
+492.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.2% |
| 7D | -9.0% | +1.3% | -10.3% | -9.5% |
| 30D | +7.2% | +15.9% | -8.6% | +0.2% |
| 3M | +20.9% | +23.3% | -2.4% | +10.5% |
| 6M | -13.0% | +40.1% | -53.2% | -24.9% |
| YTD | -43.8% | +33.6% | -77.4% | -50.5% |
| 1Y | -54.6% | +14.1% | -68.7% | -57.1% |
| 3Y | -58.5% | +1.4% | -59.9% | -61.0% |
| 5Y | -66.4% | -73.1% | +6.7% | -45.5% |
| 10Y | +319.2% | +204.8% | +114.4% | +182.7% |
| All | +648.6% | +156.6% | +492.0% | +390.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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