-58.8%
HUBS vs LII
-1.8%
-57.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.0% | -2.7% |
| 7D | -12.4% | -3.5% | -8.9% | -11.7% |
| 30D | +1.4% | -13.5% | +14.9% | +4.5% |
| 3M | +16.0% | -26.0% | +42.0% | +21.0% |
| 6M | -17.0% | -26.8% | +9.8% | -14.1% |
| YTD | -44.3% | -22.9% | -21.4% | -44.2% |
| 1Y | -54.3% | -32.6% | -21.7% | -51.6% |
| All | -58.8% | -1.8% | -57.0% | -65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling