+776.1%
IVV vs HUBB
+3,624.3%
-2,848.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +0.1% | +0.5% | -0.4% | -0.1% |
| 30D | +0.1% | -10.0% | +10.1% | +4.5% |
| 3M | +2.0% | -4.8% | +6.8% | +3.3% |
| 6M | +13.0% | -5.6% | +18.6% | +14.1% |
| YTD | +13.6% | +4.7% | +8.9% | +9.2% |
| 1Y | +20.1% | +6.7% | +13.4% | +14.0% |
| 3Y | +77.6% | +45.8% | +31.9% | +41.9% |
| 5Y | +82.5% | +145.9% | -63.5% | +12.4% |
| 10Y | +316.5% | +418.6% | -102.1% | +75.2% |
| All | +776.1% | +3,624.3% | -2,848.2% | +51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling