+648.6%
HUBS vs IJH
+228.1%
+420.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | -0.1% |
| 7D | -9.0% | -1.9% | -7.1% | -6.9% |
| 30D | +7.2% | -4.6% | +11.9% | +13.4% |
| 3M | +20.9% | -1.2% | +22.0% | +22.0% |
| 6M | -13.0% | +9.4% | -22.4% | -23.8% |
| YTD | -43.8% | +13.3% | -57.2% | -53.2% |
| 1Y | -54.6% | +13.4% | -68.0% | -62.2% |
| 3Y | -58.5% | +50.4% | -108.9% | -75.8% |
| 5Y | -66.4% | +49.0% | -115.4% | -78.9% |
| 10Y | +319.2% | +182.6% | +136.6% | +18.6% |
| All | +648.6% | +228.1% | +420.5% | +65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling