+642.7%
HUBS vs LH
+273.6%
+369.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.4% | +1.5% | -0.2% |
| 7D | -12.4% | -7.4% | -5.0% | -8.2% |
| 30D | +1.4% | -4.6% | +6.0% | +4.4% |
| 3M | +16.0% | +14.5% | +1.4% | +6.5% |
| 6M | -17.0% | +14.8% | -31.8% | -24.1% |
| YTD | -44.3% | +23.3% | -67.6% | -52.0% |
| 1Y | -54.3% | +13.6% | -67.9% | -58.7% |
| 3Y | -58.4% | +56.3% | -114.7% | -70.2% |
| 5Y | -66.7% | +25.2% | -91.9% | -72.4% |
| 10Y | +315.9% | +179.1% | +136.8% | +91.6% |
| All | +642.7% | +273.6% | +369.1% | +209.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling