+472.5%
MAR vs HUBS
+578.5%
-106.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.1% | -0.1% |
| 7D | -2.1% | -12.4% | +10.3% | +0.6% |
| 30D | -5.7% | +1.4% | -7.0% | -6.5% |
| 3M | -14.6% | +16.0% | -30.6% | -19.0% |
| 6M | +1.3% | -17.0% | +18.3% | +1.1% |
| YTD | +6.7% | -44.3% | +51.0% | +15.2% |
| 1Y | +26.4% | -54.3% | +80.7% | +42.0% |
| 3Y | +64.7% | -58.4% | +123.1% | +84.4% |
| 5Y | +153.1% | -66.7% | +219.7% | +176.0% |
| 10Y | +437.9% | +315.9% | +121.9% | +196.9% |
| All | +472.5% | +578.5% | -106.0% | +185.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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