+2,147.9%
HUBB vs IAG
+368.9%
+1,779.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.0% |
| 7D | +4.8% | +4.3% | +0.6% | +4.5% |
| 30D | -9.3% | +9.8% | -19.1% | -10.0% |
| 3M | -3.9% | +28.9% | -32.8% | -5.9% |
| 6M | -0.8% | -7.6% | +6.7% | -0.9% |
| YTD | +5.6% | +22.0% | -16.4% | +3.0% |
| 1Y | +7.7% | +99.5% | -91.8% | +1.2% |
| 3Y | +47.5% | +818.3% | -770.8% | +21.7% |
| 5Y | +153.7% | +785.9% | -632.2% | +103.9% |
| 10Y | +433.0% | +381.1% | +51.9% | +322.8% |
| All | +2,147.9% | +368.9% | +1,779.0% | +1,394.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling