+63.3%
IWM vs HUBB
+44.4%
+18.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.5% |
| 7D | -1.1% | +1.1% | -2.2% | -1.6% |
| 30D | -3.1% | -9.6% | +6.5% | +0.9% |
| 3M | +2.2% | -6.2% | +8.4% | +4.1% |
| 6M | +15.1% | -6.2% | +21.2% | +16.3% |
| YTD | +18.6% | +3.4% | +15.2% | +14.2% |
| 1Y | +24.0% | +5.3% | +18.7% | +18.0% |
| All | +63.3% | +44.4% | +18.9% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling