+50.1%
MSFT vs HUBS
-58.2%
+108.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.5% |
| 7D | -0.8% | -9.0% | +8.2% | +1.0% |
| 30D | +0.8% | +7.2% | -6.4% | -0.9% |
| 3M | +27.2% | +20.9% | +6.3% | +19.3% |
| 6M | +22.9% | -13.0% | +35.9% | +22.0% |
| YTD | +3.1% | -43.8% | +47.0% | +11.4% |
| 1Y | -0.3% | -54.6% | +54.4% | +11.7% |
| 3Y | +50.1% | -58.5% | +108.6% | +75.3% |
| All | +50.1% | -58.2% | +108.3% | +75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling