+137.1%
MOD vs HUBB
+58.1%
+79.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.2% | +2.5% |
| 7D | -25.5% | +1.7% | -27.2% | -26.6% |
| 30D | -49.0% | -9.7% | -39.3% | -41.8% |
| 3M | -49.8% | -15.2% | -34.7% | -38.1% |
| 6M | -64.8% | -14.0% | -50.8% | -57.0% |
| YTD | -27.6% | -2.4% | -25.2% | -26.1% |
| 1Y | -35.2% | -5.8% | -29.4% | -29.9% |
| 3Y | +137.1% | +60.4% | +76.7% | +57.4% |
| All | +137.1% | +58.1% | +79.1% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling