-52.9%
HUBS vs IRE
-85.1%
+32.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.8% |
| 7D | -9.0% | -4.5% | -4.5% | -9.1% |
| 30D | +7.2% | -7.8% | +15.1% | +7.3% |
| 3M | +20.9% | -60.0% | +80.9% | +21.9% |
| 6M | -13.0% | -48.3% | +35.2% | -12.1% |
| YTD | -43.8% | -54.5% | +10.6% | -44.1% |
| All | -52.9% | -85.1% | +32.3% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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