+1,392.2%
MAS vs HUBB
+152,497.6%
-151,105.4%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | -0.8% | +0.5% | -1.3% | -0.8% |
| 30D | -5.6% | -10.0% | +4.5% | -5.4% |
| 3M | +4.4% | -4.8% | +9.2% | +4.5% |
| 6M | +7.2% | -5.6% | +12.8% | +7.3% |
| YTD | +16.1% | +4.7% | +11.5% | +16.0% |
| 1Y | +0.1% | +6.7% | -6.6% | 0.0% |
| 3Y | +28.3% | +45.8% | -17.4% | +27.5% |
| 5Y | +30.5% | +145.9% | -115.5% | +28.6% |
| 10Y | +139.1% | +418.6% | -279.5% | +133.4% |
| All | +1,392.2% | +152,497.6% | -151,105.4% | +1,221.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling