+648.6%
HUBS vs IJR
+225.8%
+422.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.3% |
| 7D | -9.0% | -2.2% | -6.8% | -6.9% |
| 30D | +7.2% | -4.6% | +11.8% | +12.5% |
| 3M | +20.9% | +0.2% | +20.6% | +20.5% |
| 6M | -13.0% | +14.7% | -27.8% | -25.5% |
| YTD | -43.8% | +18.9% | -62.7% | -54.0% |
| 1Y | -54.6% | +19.9% | -74.6% | -63.2% |
| 3Y | -58.5% | +53.0% | -111.5% | -74.4% |
| 5Y | -66.4% | +40.9% | -107.3% | -76.3% |
| 10Y | +319.2% | +171.1% | +148.1% | +39.7% |
| All | +648.6% | +225.8% | +422.8% | +92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling