-30.3%
MOS vs HUBB
+57.0%
-87.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | -2.0% | +1.8% | -3.7% | -2.2% |
| 30D | +15.3% | -7.7% | +23.0% | +16.7% |
| 3M | +1.5% | -13.6% | +15.1% | +4.1% |
| 6M | -2.0% | -9.1% | +7.1% | -1.0% |
| YTD | -6.5% | -0.7% | -5.8% | -7.9% |
| 1Y | -11.1% | +1.1% | -12.1% | -12.8% |
| 3Y | -30.3% | +56.2% | -86.4% | -35.9% |
| All | -30.3% | +57.0% | -87.3% | -35.9% |
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 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