+346.0%
MNST vs HUBB
+382.2%
-36.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.7% |
| 7D | -4.7% | +4.6% | -9.3% | -5.9% |
| 30D | +5.2% | -8.4% | +13.6% | +7.5% |
| 3M | -0.9% | -14.3% | +13.5% | +3.0% |
| 6M | +6.1% | -9.3% | +15.5% | +7.7% |
| YTD | +18.9% | -0.5% | +19.4% | +16.4% |
| 1Y | +29.3% | -2.1% | +31.4% | +27.0% |
| 3Y | +64.9% | +57.2% | +7.6% | +29.9% |
| 5Y | +98.0% | +127.1% | -29.1% | +30.1% |
| All | +346.0% | +382.2% | -36.2% | +98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling