+648.6%
HUBS vs MTUM
+444.5%
+204.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | -0.6% |
| 7D | -9.0% | +0.7% | -9.7% | -9.8% |
| 30D | +7.2% | -2.4% | +9.7% | +9.4% |
| 3M | +20.9% | -3.6% | +24.5% | +17.7% |
| 6M | -13.0% | +23.7% | -36.7% | -41.9% |
| YTD | -43.8% | +22.9% | -66.8% | -62.6% |
| 1Y | -54.6% | +21.8% | -76.4% | -69.5% |
| 3Y | -58.5% | +114.4% | -172.9% | -87.7% |
| 5Y | -66.4% | +79.6% | -146.0% | -86.5% |
| 10Y | +319.2% | +356.2% | -37.0% | -51.0% |
| All | +648.6% | +444.5% | +204.1% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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