+1,809.4%
MOD vs HUBB
+144,965.7%
-143,156.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.5% |
| 7D | +16.1% | +4.6% | +11.5% | +16.0% |
| 30D | -38.5% | -8.4% | -30.2% | -38.4% |
| 3M | -46.8% | -14.3% | -32.5% | -46.6% |
| 6M | -61.6% | -9.3% | -52.3% | -61.5% |
| YTD | -20.5% | -0.5% | -20.0% | -20.4% |
| 1Y | -28.0% | -2.1% | -25.9% | -27.8% |
| 3Y | +134.9% | +57.2% | +77.7% | +133.9% |
| 5Y | +833.2% | +127.1% | +706.0% | +823.1% |
| 10Y | +834.8% | +385.7% | +449.1% | +814.2% |
| All | +1,809.4% | +144,965.7% | -143,156.2% | +1,708.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling