+648.6%
HUBS vs IYR
+105.6%
+543.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.1% |
| 7D | -9.0% | -1.4% | -7.6% | -7.7% |
| 30D | +7.2% | -2.7% | +9.9% | +10.3% |
| 3M | +20.9% | -2.1% | +23.0% | +24.3% |
| 6M | -13.0% | +3.6% | -16.6% | -16.4% |
| YTD | -43.8% | +8.1% | -52.0% | -48.5% |
| 1Y | -54.6% | +4.7% | -59.4% | -57.1% |
| 3Y | -58.5% | +29.1% | -87.6% | -68.7% |
| 5Y | -66.4% | +6.9% | -73.3% | -68.3% |
| 10Y | +319.2% | +69.0% | +250.3% | +154.7% |
| All | +648.6% | +105.6% | +543.0% | +191.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling