+378.5%
IVV vs HUBS
+559.3%
-180.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | +2.6% | +8.3% | -5.7% | +1.1% |
| 30D | -2.0% | -4.0% | +2.0% | -1.6% |
| 3M | -2.8% | -9.7% | +6.9% | -2.0% |
| 6M | +2.2% | +21.4% | -19.2% | -4.5% |
| YTD | +11.5% | -45.9% | +57.4% | +18.9% |
| 1Y | +13.5% | -44.4% | +57.9% | +20.2% |
| 3Y | +78.1% | -49.7% | +127.8% | +86.9% |
| 5Y | +73.1% | -74.2% | +147.3% | +94.3% |
| 10Y | +310.4% | +275.5% | +34.9% | +164.0% |
| All | +378.5% | +559.3% | -180.8% | +184.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling