-54.1%
HUBS vs LII
-26.0%
-28.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.6% | -7.8% | -3.9% |
| 7D | -13.0% | +7.9% | -20.9% | -12.4% |
| 30D | -1.8% | -0.6% | -1.2% | -1.7% |
| 3M | -13.0% | -19.3% | +6.4% | -15.9% |
| 6M | -12.4% | -29.8% | +17.4% | -17.5% |
| YTD | -46.0% | -25.4% | -20.6% | -49.4% |
| 1Y | -54.1% | -26.2% | -27.9% | -56.9% |
| All | -54.1% | -26.0% | -28.1% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1y: compounded portfolio wealth divided by compounded LII 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…
1y analysis · Full analysis span regression · 6 months rolling