+698.7%
HUBS vs IWD
+231.3%
+467.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -1.9% |
| 7D | -4.3% | -0.2% | -4.1% | -4.0% |
| 30D | +14.2% | -0.8% | +15.0% | +15.6% |
| 3M | +15.5% | +8.0% | +7.5% | +5.0% |
| 6M | -18.9% | +18.2% | -37.1% | -35.0% |
| YTD | -40.1% | +22.3% | -62.4% | -54.3% |
| 1Y | -51.8% | +28.9% | -80.7% | -65.5% |
| 3Y | -55.2% | +71.5% | -126.8% | -77.7% |
| 5Y | -64.7% | +73.6% | -138.3% | -81.7% |
| 10Y | +327.0% | +194.7% | +132.3% | +14.9% |
| All | +698.7% | +231.3% | +467.5% | +78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling