+154.6%
IEFA vs HUBS
+583.9%
-429.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | -1.6% | -9.0% | +7.4% | -0.3% |
| 30D | -1.5% | +7.2% | -8.7% | -2.8% |
| 3M | +3.4% | +20.9% | -17.5% | -0.6% |
| 6M | +9.5% | -13.0% | +22.5% | +8.7% |
| YTD | +13.0% | -43.8% | +56.9% | +19.0% |
| 1Y | +18.0% | -54.6% | +72.6% | +27.8% |
| 3Y | +65.4% | -58.5% | +123.8% | +77.3% |
| 5Y | +51.6% | -66.4% | +118.0% | +58.8% |
| 10Y | +146.7% | +319.2% | -172.5% | +60.0% |
| All | +154.6% | +583.9% | -429.3% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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