+3.3%
HUBB vs IAG
+86.2%
-82.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +0.9% | +1.7% |
| 7D | -0.1% | -1.1% | +1.0% | 0.0% |
| 30D | -10.0% | +12.1% | -22.1% | -11.1% |
| 3M | -1.6% | +25.5% | -27.1% | -4.3% |
| 6M | -3.1% | -7.1% | +4.0% | -3.5% |
| YTD | +4.6% | +22.9% | -18.3% | +1.6% |
| 1Y | +3.3% | +83.3% | -80.0% | -4.7% |
| All | +3.3% | +86.2% | -82.9% | -4.7% |
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