+326.8%
HUBS vs INVH
+75.4%
+251.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -9.0% | -3.0% | -6.0% | -7.1% |
| 30D | +7.2% | -7.5% | +14.8% | +13.1% |
| 3M | +20.9% | -5.5% | +26.4% | +26.0% |
| 6M | -13.0% | +11.7% | -24.7% | -19.5% |
| YTD | -43.8% | +1.3% | -45.2% | -44.8% |
| 1Y | -54.6% | -6.1% | -48.6% | -53.1% |
| 3Y | -58.5% | -9.8% | -48.7% | -57.3% |
| 5Y | -66.4% | -19.7% | -46.7% | -62.3% |
| All | +326.8% | +75.4% | +251.4% | +207.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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