+40.4%
IVZ vs HUBB
+381.1%
-340.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +6.8% | +1.8% | +5.0% | +5.5% |
| 30D | +3.5% | -7.7% | +11.2% | +9.3% |
| 3M | -10.0% | -13.6% | +3.5% | -0.8% |
| 6M | +4.5% | -9.1% | +13.6% | +9.6% |
| YTD | +12.6% | -0.7% | +13.3% | +9.0% |
| 1Y | +24.4% | +1.1% | +23.4% | +18.7% |
| 3Y | +150.6% | +56.2% | +94.4% | +60.2% |
| 5Y | +35.7% | +126.6% | -90.9% | -39.1% |
| All | +40.4% | +381.1% | -340.7% | -63.8% |
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