+50.4%
IJH vs HUBB
+46.2%
+4.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.1% |
| 7D | -1.9% | -0.1% | -1.8% | -1.8% |
| 30D | -4.6% | -10.0% | +5.3% | -0.9% |
| 3M | -1.2% | -1.6% | +0.4% | -1.3% |
| 6M | +9.4% | -3.1% | +12.5% | +9.1% |
| YTD | +13.3% | +4.6% | +8.7% | +9.2% |
| 1Y | +13.4% | +3.3% | +10.0% | +9.4% |
| 3Y | +50.4% | +46.6% | +3.9% | +23.6% |
| All | +50.4% | +46.2% | +4.3% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling