+95.0%
MO vs HUBS
-58.2%
+153.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.3% |
| 7D | +0.1% | -9.0% | +9.1% | 0.0% |
| 30D | +7.1% | +7.2% | -0.1% | +7.3% |
| 3M | -2.0% | +20.9% | -22.8% | -1.1% |
| 6M | +7.3% | -13.0% | +20.3% | +7.4% |
| YTD | +23.5% | -43.8% | +67.3% | +21.7% |
| 1Y | +11.0% | -54.6% | +65.6% | +8.6% |
| 3Y | +95.0% | -58.5% | +153.5% | +89.0% |
| All | +95.0% | -58.2% | +153.2% | +89.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling