+808.3%
IWM vs HUBB
+3,577.8%
-2,769.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +0.1% | +0.5% | -0.5% | -0.2% |
| 30D | -1.3% | -10.0% | +8.8% | +4.4% |
| 3M | +1.6% | -4.8% | +6.4% | +3.3% |
| 6M | +13.6% | -5.6% | +19.1% | +15.0% |
| YTD | +20.8% | +4.7% | +16.1% | +15.2% |
| 1Y | +26.4% | +6.7% | +19.7% | +18.8% |
| 3Y | +60.7% | +45.8% | +14.9% | +22.7% |
| 5Y | +38.2% | +145.9% | -107.7% | -23.5% |
| 10Y | +169.5% | +418.6% | -249.1% | -5.7% |
| All | +808.3% | +3,577.8% | -2,769.5% | +11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling