+699.9%
IYR vs HUBB
+3,400.3%
-2,700.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | -0.4% | +4.8% | -5.2% | -2.4% |
| 30D | -2.5% | -9.3% | +6.8% | +1.5% |
| 3M | +1.5% | -3.9% | +5.3% | +2.0% |
| 6M | +3.9% | -0.8% | +4.7% | +2.1% |
| YTD | +9.5% | +5.6% | +4.0% | +4.2% |
| 1Y | +7.5% | +7.7% | -0.3% | +0.5% |
| 3Y | +30.8% | +47.5% | -16.7% | +0.5% |
| 5Y | +4.8% | +153.7% | -148.9% | -39.8% |
| 10Y | +64.3% | +433.0% | -368.7% | -38.3% |
| All | +699.9% | +3,400.3% | -2,700.4% | +33.7% |
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