+322.1%
IVV vs HUBB
+427.3%
-105.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.5% |
| 7D | -0.4% | +1.1% | -1.4% | -0.8% |
| 30D | -1.4% | -9.6% | +8.2% | +2.6% |
| 3M | +3.7% | -6.2% | +9.9% | +5.6% |
| 6M | +13.0% | -6.2% | +19.2% | +14.3% |
| YTD | +12.4% | +3.4% | +9.1% | +8.6% |
| 1Y | +18.6% | +5.3% | +13.3% | +13.2% |
| 3Y | +78.1% | +44.4% | +33.7% | +42.5% |
| 5Y | +82.3% | +152.4% | -70.1% | +8.4% |
| 10Y | +322.1% | +437.0% | -114.9% | +68.3% |
| All | +322.1% | +427.3% | -105.2% | +68.3% |
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