+595.4%
MTUM vs HUBB
+540.3%
+55.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | +1.2% | -1.7% | +2.9% | +2.0% |
| 30D | -1.7% | -12.7% | +11.0% | +4.3% |
| 3M | -0.5% | -2.9% | +2.5% | +0.8% |
| 6M | +22.3% | -4.8% | +27.1% | +24.3% |
| YTD | +21.4% | +2.8% | +18.6% | +19.2% |
| 1Y | +20.0% | +3.5% | +16.5% | +17.1% |
| 3Y | +113.0% | +43.5% | +69.4% | +76.5% |
| 5Y | +77.3% | +154.2% | -76.9% | +11.4% |
| 10Y | +350.5% | +434.0% | -83.6% | +93.4% |
| All | +595.4% | +540.3% | +55.1% | +179.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling