-66.7%
HUBS vs IWD
+72.1%
-138.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.5% |
| 7D | -12.4% | -2.3% | -10.0% | -9.1% |
| 30D | +1.4% | -1.8% | +3.2% | +4.4% |
| 3M | +16.0% | +8.0% | +7.9% | +3.5% |
| 6M | -17.0% | +17.0% | -34.0% | -35.7% |
| YTD | -44.3% | +21.3% | -65.6% | -59.6% |
| 1Y | -54.3% | +27.9% | -82.3% | -69.6% |
| 3Y | -58.4% | +70.1% | -128.4% | -83.3% |
| 5Y | -66.7% | +74.2% | -140.8% | -86.3% |
| All | -66.7% | +72.1% | -138.8% | -86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling