+308.1%
HUBS vs IAG
+427.6%
-119.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -9.0% | -1.1% | -7.9% | -8.9% |
| 30D | +7.2% | +12.1% | -4.9% | +6.4% |
| 3M | +20.9% | +25.5% | -4.7% | +18.8% |
| 6M | -13.0% | -7.1% | -5.9% | -13.2% |
| YTD | -43.8% | +22.9% | -66.7% | -45.6% |
| 1Y | -54.6% | +83.3% | -138.0% | -57.7% |
| 3Y | -58.5% | +808.5% | -867.0% | -67.3% |
| 5Y | -66.4% | +838.0% | -904.4% | -74.4% |
| All | +308.1% | +427.6% | -119.5% | +216.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling