+127.6%
MOD vs HUBB
+57.4%
+70.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +1.1% |
| 7D | +16.1% | +4.6% | +11.5% | +10.0% |
| 30D | -38.5% | -8.4% | -30.2% | -30.9% |
| 3M | -46.8% | -14.3% | -32.5% | -35.0% |
| 6M | -61.6% | -9.3% | -52.3% | -56.1% |
| YTD | -20.5% | -0.5% | -20.0% | -20.7% |
| 1Y | -28.0% | -2.1% | -25.9% | -25.7% |
| All | +127.6% | +57.4% | +70.2% | +57.1% |
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