+722.6%
HUBS vs IP
+36.2%
+686.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.1% | -3.8% |
| 7D | -5.0% | -5.3% | +0.2% | -3.2% |
| 30D | -1.0% | -10.9% | +9.8% | +3.4% |
| 3M | +12.4% | +11.2% | +1.2% | +7.3% |
| 6M | -11.1% | -10.2% | -0.9% | -9.2% |
| YTD | -38.3% | -2.0% | -36.3% | -39.8% |
| 1Y | -46.7% | -19.1% | -27.6% | -44.2% |
| 3Y | -55.1% | +20.9% | -76.0% | -62.1% |
| 5Y | -64.8% | -17.8% | -47.0% | -65.2% |
| 10Y | +334.3% | +23.5% | +310.8% | +213.8% |
| All | +722.6% | +36.2% | +686.4% | +472.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling