+38.3%
MAS vs HUBB
+126.3%
-88.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | +3.0% | +1.8% | +1.2% | +2.1% |
| 30D | +22.4% | -7.7% | +30.1% | +26.7% |
| 3M | +14.5% | -13.6% | +28.0% | +22.2% |
| 6M | +27.1% | -9.1% | +36.3% | +31.5% |
| YTD | +35.8% | -0.7% | +36.5% | +32.7% |
| 1Y | +39.4% | +1.1% | +38.3% | +34.8% |
| 3Y | +60.3% | +56.2% | +4.1% | +13.8% |
| All | +38.3% | +126.3% | -88.0% | -27.1% |
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 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