+1,535.8%
MOD vs HUBB
+423.4%
+1,112.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.2% |
| 7D | +9.6% | +0.5% | +9.0% | +8.9% |
| 30D | 0.0% | -10.0% | +10.0% | +11.3% |
| 3M | -35.4% | -4.8% | -30.6% | -31.5% |
| 6M | -7.3% | -5.6% | -1.7% | -1.1% |
| YTD | +45.8% | +4.7% | +41.1% | +41.2% |
| 1Y | +43.1% | +6.7% | +36.5% | +36.9% |
| 3Y | +297.7% | +45.8% | +251.9% | +207.6% |
| 5Y | +1,478.8% | +145.9% | +1,332.8% | +659.4% |
| All | +1,535.8% | +423.4% | +1,112.4% | +289.9% |
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