+145,339.9%
HUBB vs LH
+1,372.9%
+143,967.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | +4.8% | -0.8% | +5.7% | +5.0% |
| 30D | -9.3% | +2.0% | -11.3% | -9.6% |
| 3M | -3.9% | +24.3% | -28.1% | -7.6% |
| 6M | -0.8% | +21.1% | -21.9% | -4.3% |
| YTD | +5.6% | +30.4% | -24.9% | +0.5% |
| 1Y | +7.7% | +18.4% | -10.6% | +4.1% |
| 3Y | +47.5% | +65.5% | -18.0% | +34.0% |
| 5Y | +153.7% | +29.9% | +123.8% | +138.7% |
| 10Y | +433.0% | +186.6% | +246.4% | +338.7% |
| All | +145,339.9% | +1,372.9% | +143,967.1% | +94,884.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded LH 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling