+20.2%
MRSH vs HUBB
+157.3%
-137.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.5% |
| 7D | -4.8% | -0.1% | -4.7% | -4.7% |
| 30D | -6.3% | -10.0% | +3.6% | -5.0% |
| 3M | +5.8% | -1.6% | +7.4% | +5.2% |
| 6M | +2.8% | -3.1% | +5.9% | +2.0% |
| YTD | -3.1% | +4.6% | -7.7% | -5.6% |
| 1Y | -11.3% | +3.3% | -14.6% | -13.6% |
| 3Y | -5.0% | +46.6% | -51.5% | -18.8% |
| All | +20.2% | +157.3% | -137.1% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling