+542.0%
MS vs HUBS
+273.9%
+268.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | +5.1% | +8.3% | -3.2% | +3.4% |
| 30D | +5.7% | -4.0% | +9.6% | +6.1% |
| 3M | -12.2% | -9.7% | -2.5% | -11.5% |
| 6M | -0.5% | +21.4% | -21.9% | -8.6% |
| YTD | +9.8% | -45.9% | +55.7% | +18.4% |
| 1Y | +17.7% | -44.4% | +62.1% | +25.9% |
| 3Y | +176.8% | -49.7% | +226.5% | +194.2% |
| 5Y | +123.7% | -74.2% | +197.9% | +160.9% |
| All | +542.0% | +273.9% | +268.1% | +217.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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