+307.4%
IVV vs HUBB
+389.2%
-81.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | 0.0% |
| 7D | -0.6% | -2.6% | +2.0% | +0.4% |
| 30D | -3.7% | -7.7% | +4.0% | -0.7% |
| 3M | -2.7% | -13.0% | +10.3% | +2.5% |
| 6M | +2.2% | -10.6% | +12.8% | +5.7% |
| YTD | +10.9% | -0.6% | +11.5% | +8.5% |
| 1Y | +11.3% | -4.1% | +15.5% | +10.4% |
| 3Y | +76.9% | +57.2% | +19.7% | +35.7% |
| 5Y | +73.5% | +127.2% | -53.7% | +8.0% |
| 10Y | +307.4% | +386.2% | -78.8% | +74.1% |
| All | +307.4% | +389.2% | -81.8% | +74.1% |
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