-3.4%
HUBB vs IRM
+19.5%
-22.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.1% | -3.0% |
| 7D | +0.2% | +2.6% | -2.4% | -0.6% |
| 30D | -8.8% | +5.6% | -14.5% | -10.5% |
| 3M | -12.5% | -4.7% | -7.7% | -11.3% |
| 6M | -14.5% | -6.1% | -8.4% | -13.3% |
| YTD | -0.4% | +46.3% | -46.8% | -15.6% |
| 1Y | -3.4% | +18.7% | -22.2% | -11.4% |
| All | -3.4% | +19.5% | -22.9% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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