-13.0%
HUBS vs IEF
-3.5%
-9.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +1.1% |
| 7D | -9.0% | -1.3% | -7.7% | -7.1% |
| 30D | +7.2% | -1.7% | +9.0% | +10.2% |
| 3M | +20.9% | -2.5% | +23.4% | +23.1% |
| 6M | -13.0% | -3.3% | -9.8% | -10.1% |
| All | -13.0% | -3.5% | -9.5% | -10.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling