+308.1%
HUBS vs IONS
+87.6%
+220.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.5% |
| 7D | -9.0% | -6.7% | -2.3% | -7.3% |
| 30D | +7.2% | -4.1% | +11.3% | +8.1% |
| 3M | +20.9% | -26.6% | +47.4% | +28.6% |
| 6M | -13.0% | -27.5% | +14.5% | -7.4% |
| YTD | -43.8% | -31.5% | -12.4% | -39.6% |
| 1Y | -54.6% | -15.3% | -39.3% | -54.5% |
| 3Y | -58.5% | +31.3% | -89.7% | -66.2% |
| 5Y | -66.4% | +50.2% | -116.6% | -74.4% |
| All | +308.1% | +87.6% | +220.5% | +186.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 10y: compounded portfolio wealth divided by compounded IONS 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…
10y analysis · Full analysis span regression · 6 months rolling