+317.1%
IVV vs HUBS
+323.9%
-6.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -0.8% | -9.0% | +8.2% | +0.9% |
| 30D | -1.1% | +7.2% | -8.3% | -2.8% |
| 3M | +3.9% | +20.9% | -17.0% | -1.5% |
| 6M | +13.6% | -13.0% | +26.7% | +12.5% |
| YTD | +12.7% | -43.8% | +56.6% | +20.9% |
| 1Y | +17.6% | -54.6% | +72.2% | +31.0% |
| 3Y | +77.3% | -58.5% | +135.8% | +95.7% |
| 5Y | +84.1% | -66.4% | +150.5% | +98.0% |
| All | +317.1% | +323.9% | -6.8% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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