-54.1%
HUBS vs IJH
+17.8%
-71.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.6% | -4.8% | -4.2% |
| 7D | -13.0% | +1.7% | -14.7% | -13.0% |
| 30D | -1.8% | +1.2% | -3.0% | -1.9% |
| 3M | -13.0% | -3.4% | -9.5% | -13.2% |
| 6M | -12.4% | +3.7% | -16.1% | -13.5% |
| YTD | -46.0% | +13.9% | -59.9% | -50.8% |
| 1Y | -54.1% | +17.4% | -71.5% | -60.1% |
| All | -54.1% | +17.8% | -71.9% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling