-66.4%
HUBS vs IEF
-9.5%
-56.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -9.0% | -1.3% | -7.7% | -8.0% |
| 30D | +7.2% | -1.7% | +9.0% | +8.9% |
| 3M | +20.9% | -2.5% | +23.4% | +23.6% |
| 6M | -13.0% | -3.3% | -9.8% | -10.7% |
| YTD | -43.8% | -2.8% | -41.0% | -42.5% |
| 1Y | -54.6% | -2.7% | -51.9% | -53.6% |
| 3Y | -58.5% | +8.9% | -67.4% | -62.3% |
| All | -66.4% | -9.5% | -56.9% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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