+2.7%
HUBB vs IRE
-97.3%
+100.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.3% | +2.9% |
| 7D | +1.8% | -15.5% | +17.3% | +1.8% |
| 30D | -6.9% | -70.4% | +63.5% | -2.7% |
| 3M | -13.8% | -81.6% | +67.8% | -8.7% |
| 6M | -9.8% | -94.7% | +84.9% | -1.7% |
| YTD | +0.3% | -91.8% | +92.1% | +2.7% |
| 1Y | -3.3% | -97.6% | +94.2% | +2.9% |
| All | +2.7% | -97.3% | +100.0% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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