-58.5%
HUBS vs IRM
+102.2%
-160.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.3% |
| 7D | -9.0% | -1.4% | -7.6% | -8.6% |
| 30D | +7.2% | -7.4% | +14.6% | +9.2% |
| 3M | +20.9% | -7.4% | +28.2% | +22.9% |
| 6M | -13.0% | +8.7% | -21.7% | -16.9% |
| YTD | -43.8% | +40.9% | -84.8% | -51.3% |
| 1Y | -54.6% | +20.5% | -75.2% | -58.6% |
| 3Y | -58.5% | +101.7% | -160.2% | -73.5% |
| All | -58.5% | +102.2% | -160.6% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 3y: compounded portfolio wealth divided by compounded IRM 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…
3y analysis · Full analysis span regression · 6 months rolling