+99.0%
MNST vs HUBB
+129.4%
-30.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.6% |
| 7D | -5.0% | +1.8% | -6.8% | -5.3% |
| 30D | +4.6% | -6.9% | +11.4% | +5.6% |
| 3M | +1.0% | -13.8% | +14.8% | +3.1% |
| 6M | +5.8% | -9.8% | +15.6% | +6.8% |
| YTD | +19.1% | +0.3% | +18.7% | +17.4% |
| 1Y | +30.9% | -3.3% | +34.3% | +29.8% |
| 3Y | +65.7% | +61.0% | +4.7% | +35.9% |
| 5Y | +99.0% | +128.5% | -29.5% | +33.3% |
| All | +99.0% | +129.4% | -30.5% | +33.3% |
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