+648.6%
HUBS vs IFF
+16.4%
+632.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -9.0% | -3.2% | -5.8% | -7.7% |
| 30D | +7.2% | -0.3% | +7.5% | +7.4% |
| 3M | +20.9% | +8.4% | +12.4% | +17.2% |
| 6M | -13.0% | +23.0% | -36.1% | -22.8% |
| YTD | -43.8% | +25.5% | -69.3% | -50.8% |
| 1Y | -54.6% | +29.1% | -83.7% | -60.9% |
| 3Y | -58.5% | +31.7% | -90.1% | -65.8% |
| 5Y | -66.4% | -35.2% | -31.2% | -61.1% |
| 10Y | +319.2% | -20.7% | +339.9% | +314.1% |
| All | +648.6% | +16.4% | +632.2% | +562.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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