+308.1%
HUBS vs IBB
+125.5%
+182.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -9.0% | -4.2% | -4.8% | -5.0% |
| 30D | +7.2% | +1.1% | +6.1% | +5.6% |
| 3M | +20.9% | +19.0% | +1.8% | +0.6% |
| 6M | -13.0% | +18.9% | -31.9% | -28.8% |
| YTD | -43.8% | +20.3% | -64.2% | -54.9% |
| 1Y | -54.6% | +41.5% | -96.1% | -69.6% |
| 3Y | -58.5% | +60.3% | -118.7% | -76.4% |
| 5Y | -66.4% | +18.7% | -85.1% | -72.9% |
| All | +308.1% | +125.5% | +182.6% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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