+199.5%
MCHP vs HUBS
+323.9%
-124.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.4% |
| 7D | 0.0% | -9.0% | +9.0% | +3.0% |
| 30D | -6.0% | +7.2% | -13.3% | -9.2% |
| 3M | -19.7% | +20.9% | -40.5% | -27.7% |
| 6M | +14.0% | -13.0% | +27.1% | +9.8% |
| YTD | +18.4% | -43.8% | +62.3% | +31.3% |
| 1Y | +17.1% | -54.6% | +71.8% | +39.6% |
| 3Y | +0.7% | -58.5% | +59.2% | +20.2% |
| 5Y | +5.1% | -66.4% | +71.5% | +22.4% |
| All | +199.5% | +323.9% | -124.4% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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