-66.4%
HUBS vs MXL
+40.1%
-106.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.5% | -6.7% | -0.2% |
| 7D | -9.0% | +18.9% | -27.8% | -11.2% |
| 30D | +7.2% | +0.3% | +6.9% | +6.2% |
| 3M | +20.9% | -8.0% | +28.9% | +15.2% |
| 6M | -13.0% | +341.2% | -354.3% | -49.7% |
| YTD | -43.8% | +327.8% | -371.7% | -67.8% |
| 1Y | -54.6% | +364.9% | -419.5% | -74.9% |
| 3Y | -58.5% | +229.2% | -287.7% | -78.9% |
| All | -66.4% | +40.1% | -106.5% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling