-58.5%
HUBS vs IWD
+70.9%
-129.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | -0.2% |
| 7D | -9.0% | -0.8% | -8.2% | -8.2% |
| 30D | +7.2% | -0.8% | +8.1% | +8.4% |
| 3M | +20.9% | +6.9% | +13.9% | +13.1% |
| 6M | -13.0% | +18.3% | -31.3% | -28.4% |
| YTD | -43.8% | +22.4% | -66.2% | -56.1% |
| 1Y | -54.6% | +27.4% | -82.1% | -66.3% |
| 3Y | -58.5% | +71.2% | -129.6% | -78.2% |
| All | -58.5% | +70.9% | -129.4% | -78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling