+193.4%
MAGS vs HUBB
+113.8%
+79.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.7% | +0.4% |
| 7D | +0.6% | -0.1% | +0.7% | +0.7% |
| 30D | +3.2% | -10.0% | +13.2% | +7.1% |
| 3M | +7.7% | -1.6% | +9.3% | +7.0% |
| 6M | +12.5% | -3.1% | +15.5% | +11.7% |
| YTD | +6.0% | +4.6% | +1.4% | +1.4% |
| 1Y | +14.4% | +3.3% | +11.0% | +9.7% |
| 3Y | +127.5% | +46.6% | +80.9% | +89.4% |
| All | +193.4% | +113.8% | +79.6% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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