+168.1%
IJR vs HUBB
+446.9%
-278.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | -0.4% |
| 7D | -2.2% | -0.1% | -2.1% | -2.1% |
| 30D | -4.6% | -10.0% | +5.4% | +0.7% |
| 3M | +0.2% | -1.6% | +1.8% | -0.1% |
| 6M | +14.7% | -3.1% | +17.8% | +14.3% |
| YTD | +18.9% | +4.6% | +14.3% | +13.0% |
| 1Y | +19.9% | +3.3% | +16.6% | +14.2% |
| 3Y | +53.0% | +46.6% | +6.4% | +14.9% |
| 5Y | +40.9% | +158.7% | -117.8% | -27.9% |
| All | +168.1% | +446.9% | -278.8% | -15.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling