-58.5%
HUBS vs IYR
+29.0%
-87.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.3% |
| 7D | -9.0% | -1.4% | -7.6% | -8.2% |
| 30D | +7.2% | -2.7% | +9.9% | +9.2% |
| 3M | +20.9% | -2.1% | +23.0% | +23.3% |
| 6M | -13.0% | +3.6% | -16.6% | -15.1% |
| YTD | -43.8% | +8.1% | -52.0% | -46.9% |
| 1Y | -54.6% | +4.7% | -59.4% | -56.2% |
| 3Y | -58.5% | +29.1% | -87.6% | -65.2% |
| All | -58.5% | +29.0% | -87.4% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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