+308.1%
HUBS vs IWD
+203.8%
+104.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | -0.3% |
| 7D | -9.0% | -0.8% | -8.2% | -8.0% |
| 30D | +7.2% | -0.8% | +8.1% | +8.6% |
| 3M | +20.9% | +6.9% | +13.9% | +11.5% |
| 6M | -13.0% | +18.3% | -31.3% | -30.4% |
| YTD | -43.8% | +22.4% | -66.2% | -57.2% |
| 1Y | -54.6% | +27.4% | -82.1% | -67.2% |
| 3Y | -58.5% | +71.2% | -129.6% | -79.3% |
| 5Y | -66.4% | +75.7% | -142.1% | -83.0% |
| All | +308.1% | +203.8% | +104.3% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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