+138.7%
IAU vs HUBB
+148.7%
-10.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.7% |
| 7D | -3.4% | -1.7% | -1.7% | -3.3% |
| 30D | -1.1% | -12.7% | +11.6% | -0.4% |
| 3M | +5.8% | -2.9% | +8.8% | +6.0% |
| 6M | -16.9% | -4.8% | -12.2% | -16.8% |
| YTD | +0.1% | +2.8% | -2.6% | +0.1% |
| 1Y | +18.4% | +3.5% | +14.9% | +18.3% |
| 3Y | +123.6% | +43.5% | +80.0% | +120.8% |
| 5Y | +138.7% | +154.2% | -15.4% | +132.4% |
| All | +138.7% | +148.7% | -10.0% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 5y: compounded portfolio wealth divided by compounded HUBB 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…
5y analysis · Full analysis span regression · 6 months rolling