+839.8%
MOD vs HUBB
+396.5%
+443.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +2.2% |
| 7D | +8.2% | +1.2% | +7.0% | +7.4% |
| 30D | -38.2% | -6.4% | -31.7% | -33.5% |
| 3M | -46.2% | -14.4% | -31.8% | -36.8% |
| 6M | -62.5% | -9.0% | -53.6% | -58.2% |
| YTD | -20.1% | +0.7% | -20.8% | -19.3% |
| 1Y | -29.7% | -0.3% | -29.4% | -27.6% |
| 3Y | +136.2% | +59.2% | +77.0% | +70.2% |
| 5Y | +820.4% | +130.2% | +690.1% | +376.7% |
| 10Y | +839.8% | +391.8% | +448.1% | +141.4% |
| All | +839.8% | +396.5% | +443.3% | +141.4% |
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