-58.5%
HUBS vs LH
+58.7%
-117.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.3% |
| 7D | -9.0% | -4.7% | -4.3% | -7.5% |
| 30D | +7.2% | -3.5% | +10.7% | +8.6% |
| 3M | +20.9% | +17.7% | +3.2% | +14.5% |
| 6M | -13.0% | +15.8% | -28.8% | -17.1% |
| YTD | -43.8% | +25.1% | -69.0% | -48.8% |
| 1Y | -54.6% | +12.5% | -67.1% | -56.8% |
| 3Y | -58.5% | +59.8% | -118.2% | -65.2% |
| All | -58.5% | +58.7% | -117.1% | -65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling