+308.1%
HUBS vs LH
+183.3%
+124.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | -0.1% |
| 7D | -9.0% | -4.7% | -4.3% | -6.3% |
| 30D | +7.2% | -3.5% | +10.7% | +9.6% |
| 3M | +20.9% | +17.7% | +3.2% | +9.3% |
| 6M | -13.0% | +15.8% | -28.8% | -20.8% |
| YTD | -43.8% | +25.1% | -69.0% | -52.0% |
| 1Y | -54.6% | +12.5% | -67.1% | -58.7% |
| 3Y | -58.5% | +59.8% | -118.2% | -70.6% |
| 5Y | -66.4% | +27.1% | -93.5% | -72.4% |
| All | +308.1% | +183.3% | +124.9% | +93.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling