+642.7%
HUBS vs LEN
+125.0%
+517.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.5% | +0.7% | -1.2% |
| 7D | -12.4% | -7.8% | -4.6% | -8.9% |
| 30D | +1.4% | -11.0% | +12.4% | +7.3% |
| 3M | +16.0% | -12.8% | +28.7% | +23.5% |
| 6M | -17.0% | -20.2% | +3.2% | -8.9% |
| YTD | -44.3% | -23.0% | -21.3% | -38.9% |
| 1Y | -54.3% | -41.8% | -12.5% | -42.8% |
| 3Y | -58.4% | -28.8% | -29.6% | -56.0% |
| 5Y | -66.7% | -12.6% | -54.1% | -68.4% |
| 10Y | +315.9% | +101.7% | +214.2% | +129.5% |
| All | +642.7% | +125.0% | +517.7% | +290.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling