+251.2%
MNST vs HUBS
+323.9%
-72.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -1.0% | -9.0% | +8.0% | +0.2% |
| 30D | -5.6% | +7.2% | -12.8% | -6.7% |
| 3M | -5.7% | +20.9% | -26.5% | -8.9% |
| 6M | +12.0% | -13.0% | +25.0% | +11.2% |
| YTD | +13.2% | -43.8% | +57.1% | +19.1% |
| 1Y | +36.1% | -54.6% | +90.7% | +47.1% |
| 3Y | +52.9% | -58.5% | +111.3% | +62.6% |
| 5Y | +81.0% | -66.4% | +147.4% | +88.4% |
| All | +251.2% | +323.9% | -72.7% | +144.5% |
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