+3,565.2%
MOD vs HUBB
+152,497.5%
-148,932.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | +9.6% | +0.5% | +9.0% | +9.6% |
| 30D | 0.0% | -10.0% | +10.0% | +0.3% |
| 3M | -35.4% | -4.8% | -30.6% | -35.2% |
| 6M | -7.3% | -5.6% | -1.7% | -7.0% |
| YTD | +45.8% | +4.7% | +41.1% | +45.8% |
| 1Y | +43.1% | +6.7% | +36.5% | +43.2% |
| 3Y | +297.7% | +45.8% | +251.9% | +296.5% |
| 5Y | +1,478.8% | +145.9% | +1,332.8% | +1,458.2% |
| 10Y | +1,633.4% | +418.6% | +1,214.8% | +1,592.2% |
| All | +3,565.2% | +152,497.5% | -148,932.3% | +3,367.2% |
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