+722.6%
HUBS vs LII
+482.5%
+240.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.1% | -3.6% |
| 7D | -5.0% | -0.7% | -4.3% | -4.7% |
| 30D | -1.0% | -12.6% | +11.6% | +6.3% |
| 3M | +12.4% | -24.4% | +36.8% | +25.8% |
| 6M | -11.1% | -28.7% | +17.6% | +0.2% |
| YTD | -38.3% | -19.1% | -19.2% | -36.5% |
| 1Y | -46.7% | -29.7% | -17.0% | -40.6% |
| 3Y | -55.1% | +4.8% | -59.9% | -64.0% |
| 5Y | -64.8% | +24.6% | -89.4% | -75.8% |
| 10Y | +334.3% | +169.2% | +165.1% | +74.2% |
| All | +722.6% | +482.5% | +240.1% | +121.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling