+648.6%
HUBS vs ITOT
+356.1%
+292.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | -0.5% |
| 7D | -9.0% | -0.9% | -8.1% | -7.7% |
| 30D | +7.2% | -1.5% | +8.7% | +9.9% |
| 3M | +20.9% | +3.6% | +17.3% | +14.2% |
| 6M | -13.0% | +13.7% | -26.7% | -29.7% |
| YTD | -43.8% | +12.9% | -56.8% | -54.1% |
| 1Y | -54.6% | +17.2% | -71.8% | -65.0% |
| 3Y | -58.5% | +75.6% | -134.1% | -82.9% |
| 5Y | -66.4% | +75.5% | -141.9% | -84.9% |
| 10Y | +319.2% | +302.0% | +17.3% | -40.1% |
| All | +648.6% | +356.1% | +292.5% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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