-66.4%
HUBS vs IRM
+197.3%
-263.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | -0.2% |
| 7D | -9.0% | -1.4% | -7.6% | -8.3% |
| 30D | +7.2% | -7.4% | +14.6% | +10.9% |
| 3M | +20.9% | -7.4% | +28.2% | +24.5% |
| 6M | -13.0% | +8.7% | -21.7% | -19.1% |
| YTD | -43.8% | +40.9% | -84.8% | -55.4% |
| 1Y | -54.6% | +20.5% | -75.2% | -60.9% |
| 3Y | -58.5% | +101.7% | -160.2% | -77.8% |
| All | -66.4% | +197.3% | -263.7% | -87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling