+384.4%
IVV vs HUBS
+629.7%
-245.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.1% |
| 7D | +0.5% | -4.3% | +4.8% | +1.2% |
| 30D | -1.0% | +14.2% | -15.2% | -3.7% |
| 3M | +3.9% | +15.5% | -11.7% | -0.4% |
| 6M | +14.5% | -18.9% | +33.4% | +15.1% |
| YTD | +12.9% | -40.1% | +53.0% | +19.1% |
| 1Y | +19.4% | -51.8% | +71.1% | +30.5% |
| 3Y | +78.8% | -55.2% | +134.0% | +93.5% |
| 5Y | +82.2% | -64.7% | +146.9% | +93.3% |
| 10Y | +313.7% | +327.0% | -13.3% | +162.1% |
| All | +384.4% | +629.7% | -245.2% | +184.8% |
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