+154.2%
HUBB vs IAG
+796.9%
-642.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.4% |
| 3M | -2.9% | +35.4% | -38.3% | -5.4% |
| 6M | -4.8% | -9.5% | +4.8% | -4.8% |
| YTD | +2.8% | +21.8% | -19.1% | +0.3% |
| 1Y | +3.5% | +84.1% | -80.6% | -2.0% |
| 3Y | +43.5% | +817.4% | -773.8% | +20.1% |
| 5Y | +154.2% | +830.1% | -675.9% | +100.9% |
| All | +154.2% | +796.9% | -642.7% | +100.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling