+191.5%
MAGS vs HUBB
+113.9%
+77.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +0.5% | +0.5% | 0.0% | +0.3% |
| 30D | +1.5% | -10.0% | +11.5% | +5.3% |
| 3M | +0.5% | -4.8% | +5.2% | +1.2% |
| 6M | +11.6% | -5.6% | +17.1% | +12.0% |
| YTD | +5.3% | +4.7% | +0.6% | +0.8% |
| 1Y | +14.9% | +6.7% | +8.2% | +8.7% |
| 3Y | +128.9% | +45.8% | +83.1% | +90.6% |
| All | +191.5% | +113.9% | +77.6% | +150.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling