-3.4%
HUBB vs IAG
+56.5%
-60.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +10.2% | -12.7% | -3.5% |
| 7D | +0.2% | +1.1% | -0.9% | 0.0% |
| 30D | -8.8% | -5.3% | -3.6% | -8.4% |
| 3M | -12.5% | +18.0% | -30.5% | -14.4% |
| 6M | -14.5% | +7.1% | -21.7% | -16.0% |
| YTD | -0.4% | +5.9% | -6.4% | -2.0% |
| 1Y | -3.4% | +59.4% | -62.8% | -14.5% |
| All | -3.4% | +56.5% | -60.0% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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