-17.0%
HUBS vs IAG
-10.0%
-7.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -3.3% |
| 7D | -12.4% | -4.1% | -8.3% | -13.1% |
| 30D | +1.4% | +10.6% | -9.2% | +4.2% |
| 3M | +16.0% | +35.4% | -19.4% | +27.8% |
| 6M | -17.0% | -9.5% | -7.4% | -16.5% |
| All | -17.0% | -10.0% | -7.0% | -16.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling