+5,731.6%
MU vs HUBS
+323.9%
+5,407.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -4.1% | -9.0% | +4.9% | -1.6% |
| 30D | +7.0% | +7.2% | -0.2% | +4.0% |
| 3M | -2.1% | +20.9% | -22.9% | -12.2% |
| 6M | +133.1% | -13.0% | +146.1% | +122.4% |
| YTD | +241.9% | -43.8% | +285.8% | +271.4% |
| 1Y | +548.8% | -54.6% | +603.4% | +651.2% |
| 3Y | +1,308.2% | -58.5% | +1,366.7% | +1,532.3% |
| 5Y | +1,260.7% | -66.4% | +1,327.1% | +1,433.9% |
| All | +5,731.6% | +323.9% | +5,407.8% | +1,817.9% |
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