-64.7%
HUBS vs IP
-17.3%
-47.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.3% |
| 7D | -4.3% | +0.1% | -4.3% | -4.3% |
| 30D | +14.2% | -11.2% | +25.5% | +18.2% |
| 3M | +15.5% | +12.3% | +3.2% | +11.3% |
| 6M | -18.9% | -5.2% | -13.7% | -18.3% |
| YTD | -40.1% | -4.0% | -36.1% | -40.6% |
| 1Y | -51.8% | -19.2% | -32.6% | -49.3% |
| 3Y | -55.2% | +20.3% | -75.6% | -62.0% |
| 5Y | -64.7% | -17.5% | -47.2% | -66.1% |
| All | -64.7% | -17.3% | -47.3% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 5y: compounded portfolio wealth divided by compounded IP 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…
5y analysis · Full analysis span regression · 6 months rolling