+642.7%
HUBS vs IAG
+678.7%
-36.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -2.8% |
| 7D | -12.4% | -4.1% | -8.3% | -12.2% |
| 30D | +1.4% | +10.6% | -9.2% | +0.8% |
| 3M | +16.0% | +35.4% | -19.4% | +14.0% |
| 6M | -17.0% | -9.5% | -7.4% | -17.0% |
| YTD | -44.3% | +21.8% | -66.1% | -45.5% |
| 1Y | -54.3% | +84.1% | -138.4% | -56.6% |
| 3Y | -58.4% | +817.4% | -875.7% | -64.9% |
| 5Y | -66.7% | +830.1% | -896.8% | -72.4% |
| 10Y | +315.9% | +413.8% | -97.9% | +247.8% |
| All | +642.7% | +678.7% | -36.0% | +527.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling