+62.3%
IWM vs HUBS
-58.2%
+120.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | -2.4% | -9.0% | +6.6% | -1.3% |
| 30D | -4.6% | +7.2% | -11.8% | -5.7% |
| 3M | -0.3% | +20.9% | -21.2% | -4.0% |
| 6M | +14.7% | -13.0% | +27.8% | +14.7% |
| YTD | +17.8% | -43.8% | +61.7% | +28.9% |
| 1Y | +21.2% | -54.6% | +75.9% | +38.9% |
| 3Y | +62.3% | -58.5% | +120.8% | +79.6% |
| All | +62.3% | -58.2% | +120.6% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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