-58.5%
HUBS vs IAG
+804.5%
-862.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.8% |
| 7D | -9.0% | -1.1% | -7.9% | -9.0% |
| 30D | +7.2% | +12.1% | -4.9% | +7.3% |
| 3M | +20.9% | +25.5% | -4.7% | +21.1% |
| 6M | -13.0% | -7.1% | -5.9% | -12.2% |
| YTD | -43.8% | +22.9% | -66.7% | -44.6% |
| 1Y | -54.6% | +83.3% | -138.0% | -56.6% |
| 3Y | -58.5% | +808.5% | -867.0% | -64.5% |
| All | -58.5% | +804.5% | -862.9% | -64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling