+167.1%
HUBB vs LTH
+152.0%
+15.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.8% |
| 7D | +1.1% | -4.0% | +5.1% | +1.9% |
| 30D | -9.6% | -1.7% | -7.9% | -9.3% |
| 3M | -6.2% | +28.0% | -34.2% | -11.1% |
| 6M | -6.2% | +54.1% | -60.2% | -15.0% |
| YTD | +3.4% | +57.1% | -53.7% | -7.0% |
| 1Y | +5.3% | +45.8% | -40.5% | -3.9% |
| 3Y | +44.4% | +157.6% | -113.2% | +14.3% |
| All | +167.1% | +152.0% | +15.2% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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