-66.4%
HUBS vs IAG
+820.9%
-887.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.2% |
| 3M | +20.9% | +25.5% | -4.7% | +18.4% |
| 6M | -13.0% | -7.1% | -5.9% | -13.0% |
| YTD | -43.8% | +22.9% | -66.7% | -46.1% |
| 1Y | -54.6% | +83.3% | -138.0% | -58.8% |
| 3Y | -58.5% | +808.5% | -867.0% | -71.3% |
| All | -66.4% | +820.9% | -887.3% | -76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling