+201.7%
IWD vs HUBB
+381.1%
-179.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +2.3% | +1.8% | +0.5% | +1.6% |
| 30D | +3.6% | -7.7% | +11.3% | +6.6% |
| 3M | +2.2% | -13.6% | +15.7% | +7.6% |
| 6M | +13.0% | -9.1% | +22.1% | +15.7% |
| YTD | +26.5% | -0.7% | +27.3% | +23.6% |
| 1Y | +30.1% | +1.1% | +29.1% | +26.0% |
| 3Y | +84.9% | +56.2% | +28.7% | +40.6% |
| 5Y | +73.4% | +126.6% | -53.3% | +5.6% |
| All | +201.7% | +381.1% | -179.4% | +24.1% |
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