+154.2%
HUBB vs LH
+23.7%
+130.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | +0.7% |
| 7D | -1.7% | -7.4% | +5.7% | +0.6% |
| 30D | -12.7% | -4.6% | -8.1% | -11.5% |
| 3M | -2.9% | +14.5% | -17.5% | -7.1% |
| 6M | -4.8% | +14.8% | -19.6% | -9.0% |
| YTD | +2.8% | +23.3% | -20.5% | -4.2% |
| 1Y | +3.5% | +13.6% | -10.1% | -1.2% |
| 3Y | +43.5% | +56.3% | -12.8% | +21.7% |
| 5Y | +154.2% | +25.2% | +129.0% | +122.1% |
| All | +154.2% | +23.7% | +130.5% | +122.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling