+648.6%
HUBS vs IWF
+496.7%
+151.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | -0.3% |
| 7D | -9.0% | -0.9% | -8.1% | -7.7% |
| 30D | +7.2% | -1.7% | +9.0% | +10.1% |
| 3M | +20.9% | +0.7% | +20.2% | +17.7% |
| 6M | -13.0% | +8.6% | -21.6% | -24.8% |
| YTD | -43.8% | +3.5% | -47.4% | -47.7% |
| 1Y | -54.6% | +7.0% | -61.7% | -60.0% |
| 3Y | -58.5% | +76.3% | -134.8% | -83.2% |
| 5Y | -66.4% | +74.8% | -141.2% | -85.0% |
| 10Y | +319.2% | +420.5% | -101.3% | -60.4% |
| All | +648.6% | +496.7% | +151.9% | -41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling