-58.5%
HUBS vs IJR
+52.1%
-110.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.4% |
| 7D | -9.0% | -2.2% | -6.8% | -7.4% |
| 30D | +7.2% | -4.6% | +11.8% | +11.2% |
| 3M | +20.9% | +0.2% | +20.6% | +20.7% |
| 6M | -13.0% | +14.7% | -27.8% | -23.0% |
| YTD | -43.8% | +18.9% | -62.7% | -52.1% |
| 1Y | -54.6% | +19.9% | -74.6% | -61.6% |
| 3Y | -58.5% | +53.0% | -111.5% | -71.2% |
| All | -58.5% | +52.1% | -110.5% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 3y: compounded portfolio wealth divided by compounded IJR 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…
3y analysis · Full analysis span regression · 6 months rolling