+966.8%
MOD vs HUBB
+413.4%
+553.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.8% | +7.1% | +7.0% |
| 7D | -13.9% | +1.8% | -15.7% | -14.7% |
| 30D | -41.5% | -6.9% | -34.7% | -36.9% |
| 3M | -45.7% | -13.8% | -31.9% | -36.7% |
| 6M | -61.1% | -9.8% | -51.3% | -56.3% |
| YTD | -20.5% | +0.3% | -20.8% | -19.3% |
| 1Y | -32.1% | -3.3% | -28.8% | -27.9% |
| 3Y | +146.5% | +61.0% | +85.4% | +75.9% |
| 5Y | +812.7% | +128.5% | +684.2% | +375.4% |
| 10Y | +966.8% | +398.9% | +567.9% | +174.4% |
| All | +966.8% | +413.4% | +553.4% | +174.4% |
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