-58.5%
HUBS vs IWF
+76.9%
-135.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | 0.0% |
| 7D | -9.0% | -0.9% | -8.1% | -8.1% |
| 30D | +7.2% | -1.7% | +9.0% | +9.2% |
| 3M | +20.9% | +0.7% | +20.2% | +19.1% |
| 6M | -13.0% | +8.6% | -21.6% | -21.3% |
| YTD | -43.8% | +3.5% | -47.4% | -46.2% |
| 1Y | -54.6% | +7.0% | -61.7% | -58.2% |
| 3Y | -58.5% | +76.3% | -134.8% | -79.5% |
| All | -58.5% | +76.9% | -135.3% | -79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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