+44.0%
HUBB vs IAG
+796.9%
-752.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.4% |
| 7D | -1.7% | -4.1% | +2.4% | -1.4% |
| 30D | -12.7% | +10.6% | -23.3% | -13.5% |
| 3M | -2.9% | +35.4% | -38.3% | -5.6% |
| 6M | -4.8% | -9.5% | +4.8% | -4.9% |
| YTD | +2.8% | +21.8% | -19.1% | +0.3% |
| 1Y | +3.5% | +84.1% | -80.6% | -2.2% |
| All | +44.0% | +796.9% | -752.8% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling