+906.4%
MOD vs HUBB
+402.2%
+504.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.2% | +3.1% |
| 7D | -25.5% | +1.7% | -27.2% | -26.4% |
| 30D | -49.0% | -9.7% | -39.3% | -43.3% |
| 3M | -49.8% | -15.2% | -34.7% | -40.6% |
| 6M | -64.8% | -14.0% | -50.8% | -58.5% |
| YTD | -27.6% | -2.4% | -25.2% | -24.6% |
| 1Y | -35.2% | -5.8% | -29.4% | -29.4% |
| 3Y | +137.1% | +60.4% | +76.7% | +70.1% |
| 5Y | +760.3% | +125.4% | +634.9% | +354.1% |
| All | +906.4% | +402.2% | +504.2% | +160.3% |
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 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