-54.1%
HUBS vs MXL
+276.5%
-330.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -11.1% | +6.9% | -5.3% |
| 7D | -13.0% | -24.3% | +11.4% | -15.4% |
| 30D | -1.8% | -46.1% | +44.3% | -7.1% |
| 3M | -13.0% | -21.8% | +8.9% | -13.6% |
| 6M | -12.4% | -27.2% | +14.8% | -14.0% |
| YTD | -46.0% | +226.2% | -272.2% | -53.4% |
| 1Y | -54.1% | +297.0% | -351.1% | -63.4% |
| All | -54.1% | +276.5% | -330.6% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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