-54.1%
HUBS vs MULL
+444.9%
-499.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -13.8% | +9.5% | -5.5% |
| 7D | -13.0% | -35.9% | +22.9% | -16.4% |
| 30D | -1.8% | -47.3% | +45.5% | -7.0% |
| 3M | -13.0% | -30.6% | +17.6% | -14.6% |
| 6M | -12.4% | +13.7% | -26.1% | -7.0% |
| YTD | -46.0% | +272.1% | -318.1% | -42.1% |
| 1Y | -54.1% | +475.1% | -529.2% | -51.1% |
| All | -54.1% | +444.9% | -499.0% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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