+60.9%
IVZ vs HUBB
+430.1%
-369.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.8% |
| 7D | +1.1% | +4.8% | -3.7% | -2.3% |
| 30D | +3.1% | -9.3% | +12.4% | +10.2% |
| 3M | +18.2% | -3.9% | +22.1% | +19.9% |
| 6M | +38.6% | -0.8% | +39.5% | +35.6% |
| YTD | +25.9% | +5.6% | +20.3% | +17.1% |
| 1Y | +51.7% | +7.7% | +43.9% | +38.1% |
| 3Y | +138.7% | +47.5% | +91.2% | +60.3% |
| 5Y | +62.8% | +153.7% | -90.9% | -33.2% |
| 10Y | +60.9% | +433.0% | -372.1% | -64.7% |
| All | +60.9% | +430.1% | -369.2% | -64.7% |
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