+308.1%
HUBS vs MXL
+313.4%
-5.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.5% | -6.7% | -0.7% |
| 7D | -9.0% | +18.9% | -27.8% | -12.3% |
| 30D | +7.2% | +0.3% | +6.9% | +5.7% |
| 3M | +20.9% | -8.0% | +28.9% | +12.9% |
| 6M | -13.0% | +341.2% | -354.3% | -55.4% |
| YTD | -43.8% | +327.8% | -371.7% | -71.4% |
| 1Y | -54.6% | +364.9% | -419.5% | -77.9% |
| 3Y | -58.5% | +229.2% | -287.7% | -81.4% |
| 5Y | -66.4% | +42.8% | -109.2% | -79.7% |
| All | +308.1% | +313.4% | -5.2% | +41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling