-67.9%
HUBS vs IOT
+54.1%
-122.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -9.0% | -4.5% | -4.5% | -6.9% |
| 30D | +7.2% | -2.4% | +9.7% | +8.8% |
| 3M | +20.9% | +19.0% | +1.9% | +12.1% |
| 6M | -13.0% | +19.6% | -32.7% | -18.6% |
| YTD | -43.8% | +8.3% | -52.1% | -45.6% |
| 1Y | -54.6% | -0.8% | -53.8% | -54.8% |
| 3Y | -58.5% | +24.4% | -82.9% | -65.7% |
| All | -67.9% | +54.1% | -122.1% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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