+217.0%
MAS vs HUBB
+396.5%
-179.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.6% |
| 7D | -1.8% | +1.2% | -3.0% | -2.5% |
| 30D | +23.6% | -6.4% | +30.0% | +27.4% |
| 3M | +12.4% | -14.4% | +26.8% | +21.3% |
| 6M | +21.9% | -9.0% | +30.8% | +26.3% |
| YTD | +36.1% | +0.7% | +35.4% | +32.0% |
| 1Y | +39.5% | -0.3% | +39.8% | +35.8% |
| 3Y | +59.1% | +59.2% | -0.1% | +12.7% |
| 5Y | +44.4% | +130.2% | -85.8% | -20.1% |
| 10Y | +217.0% | +391.8% | -174.8% | +8.9% |
| All | +217.0% | +396.5% | -179.5% | +8.9% |
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