+3,100.7%
HUBB vs IRM
+9,897.4%
-6,796.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.1% |
| 7D | +4.8% | +1.6% | +3.2% | +4.3% |
| 30D | -9.3% | -4.2% | -5.1% | -8.2% |
| 3M | -3.9% | -5.4% | +1.5% | -2.4% |
| 6M | -0.8% | +12.0% | -12.9% | -4.8% |
| YTD | +5.6% | +42.0% | -36.5% | -5.8% |
| 1Y | +7.7% | +29.9% | -22.1% | -1.6% |
| 3Y | +47.5% | +104.4% | -56.9% | +16.4% |
| 5Y | +153.7% | +191.0% | -37.3% | +79.1% |
| 10Y | +433.0% | +417.1% | +15.9% | +210.0% |
| All | +3,100.7% | +9,897.4% | -6,796.7% | +1,090.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling