+224.3%
MAS vs HUBB
+413.4%
-189.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.8% | +1.7% | +3.0% |
| 7D | +3.3% | +1.8% | +1.5% | +2.1% |
| 30D | +25.5% | -6.9% | +32.3% | +29.6% |
| 3M | +11.8% | -13.8% | +25.6% | +20.2% |
| 6M | +21.3% | -9.8% | +31.1% | +26.4% |
| YTD | +37.7% | +0.3% | +37.4% | +33.9% |
| 1Y | +41.0% | -3.3% | +44.4% | +39.6% |
| 3Y | +63.0% | +61.0% | +2.0% | +14.7% |
| 5Y | +44.1% | +128.5% | -84.4% | -19.9% |
| 10Y | +224.3% | +398.9% | -174.6% | +9.1% |
| All | +224.3% | +413.4% | -189.1% | +9.1% |
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