+698.7%
HUBS vs LII
+474.5%
+224.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.2% |
| 7D | -4.3% | +2.1% | -6.4% | -5.3% |
| 30D | +14.2% | -12.4% | +26.7% | +22.3% |
| 3M | +15.5% | -24.8% | +40.3% | +29.6% |
| 6M | -18.9% | -25.2% | +6.2% | -11.2% |
| YTD | -40.1% | -20.3% | -19.8% | -37.9% |
| 1Y | -51.8% | -32.9% | -18.8% | -44.7% |
| 3Y | -55.2% | +2.0% | -57.3% | -63.5% |
| 5Y | -64.7% | +24.4% | -89.1% | -75.7% |
| 10Y | +327.0% | +167.2% | +159.7% | +71.8% |
| All | +698.7% | +474.5% | +224.3% | +116.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling