+9.0%
MSFT vs HUBS
-54.7%
+63.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -4.2% | +10.9% | +7.4% |
| 7D | +4.7% | -13.0% | +17.7% | +7.1% |
| 30D | +5.8% | -1.8% | +7.6% | +5.6% |
| 3M | +13.0% | -13.0% | +26.0% | +14.1% |
| 6M | +34.9% | -12.4% | +47.4% | +32.6% |
| YTD | +15.7% | -46.0% | +61.7% | +23.8% |
| 1Y | +9.0% | -54.1% | +63.1% | +18.3% |
| All | +9.0% | -54.7% | +63.6% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling