+41.5%
MAS vs HUBB
+123.0%
-81.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.1% | -2.8% |
| 7D | +2.4% | +1.7% | +0.7% | +1.3% |
| 30D | +19.8% | -9.7% | +29.5% | +25.3% |
| 3M | +9.8% | -15.2% | +25.0% | +18.3% |
| 6M | +15.8% | -14.0% | +29.8% | +23.1% |
| YTD | +31.8% | -2.4% | +34.3% | +29.9% |
| 1Y | +35.4% | -5.8% | +41.2% | +35.7% |
| 3Y | +59.2% | +60.4% | -1.2% | +10.8% |
| All | +41.5% | +123.0% | -81.5% | -24.7% |
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