+7.6%
MOS vs HUBB
+402.2%
-394.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -1.3% |
| 7D | +21.6% | +1.7% | +19.9% | +19.8% |
| 30D | +12.0% | -9.7% | +21.6% | +17.5% |
| 3M | -3.9% | -15.2% | +11.3% | +4.0% |
| 6M | -3.3% | -14.0% | +10.7% | +2.6% |
| YTD | -4.6% | -2.4% | -2.2% | -7.9% |
| 1Y | -7.0% | -5.8% | -1.2% | -8.4% |
| 3Y | -24.4% | +60.4% | -84.8% | -52.9% |
| 5Y | -32.1% | +125.4% | -157.5% | -70.3% |
| All | +7.6% | +402.2% | -394.5% | -76.1% |
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 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