+43.5%
MAS vs HUBB
+120.5%
-77.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.4% | +1.0% | -1.3% |
| 7D | +4.6% | -4.4% | +9.0% | +6.7% |
| 30D | +19.9% | -13.7% | +33.6% | +28.3% |
| 3M | +8.9% | -18.2% | +27.1% | +19.5% |
| 6M | +20.2% | -17.0% | +37.2% | +30.1% |
| YTD | +33.9% | -4.9% | +38.8% | +33.6% |
| 1Y | +34.7% | -9.4% | +44.1% | +37.7% |
| 3Y | +60.4% | +54.4% | +5.9% | +14.0% |
| 5Y | +43.5% | +119.8% | -76.4% | -23.3% |
| All | +43.5% | +120.5% | -77.1% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling