+308.1%
HUBS vs LEN
+108.0%
+200.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | -0.2% |
| 7D | -9.0% | -4.8% | -4.2% | -6.9% |
| 30D | +7.2% | -6.6% | +13.8% | +10.8% |
| 3M | +20.9% | -15.7% | +36.5% | +31.1% |
| 6M | -13.0% | -16.6% | +3.6% | -6.6% |
| YTD | -43.8% | -21.3% | -22.5% | -39.0% |
| 1Y | -54.6% | -42.0% | -12.6% | -43.0% |
| 3Y | -58.5% | -27.9% | -30.5% | -56.5% |
| 5Y | -66.4% | -10.7% | -55.7% | -68.7% |
| All | +308.1% | +108.0% | +200.1% | +126.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 10y: compounded portfolio wealth divided by compounded LEN 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…
10y analysis · Full analysis span regression · 6 months rolling