+886.3%
MOD vs HUBB
+389.2%
+497.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.0% |
| 7D | -17.8% | -2.6% | -15.3% | -14.8% |
| 30D | -43.2% | -7.7% | -35.6% | -38.2% |
| 3M | -46.0% | -13.0% | -33.0% | -37.6% |
| 6M | -62.2% | -10.6% | -51.7% | -57.2% |
| YTD | -22.8% | -0.6% | -22.2% | -21.0% |
| 1Y | -35.5% | -4.1% | -31.3% | -30.9% |
| 3Y | +128.2% | +57.2% | +71.1% | +66.6% |
| 5Y | +791.6% | +127.2% | +664.5% | +367.9% |
| 10Y | +886.3% | +386.2% | +500.1% | +157.6% |
| All | +886.3% | +389.2% | +497.1% | +157.6% |
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