+1,173.9%
MSFT vs HUBS
+598.6%
+575.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +0.7% |
| 7D | -1.0% | -6.2% | +5.2% | +0.6% |
| 30D | -2.7% | +6.6% | -9.3% | -4.9% |
| 3M | +22.1% | +16.4% | +5.7% | +14.3% |
| 6M | +20.6% | -19.7% | +40.3% | +22.4% |
| YTD | +2.3% | -42.6% | +44.9% | +12.9% |
| 1Y | -0.5% | -54.2% | +53.6% | +15.5% |
| 3Y | +50.5% | -57.1% | +107.7% | +71.3% |
| 5Y | +72.3% | -66.2% | +138.6% | +93.2% |
| 10Y | +885.0% | +328.3% | +556.8% | +449.4% |
| All | +1,173.9% | +598.6% | +575.3% | +553.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling