+308.1%
HUBS vs LNG
+562.2%
-254.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -9.0% | -4.7% | -4.3% | -7.5% |
| 30D | +7.2% | +3.8% | +3.4% | +5.7% |
| 3M | +20.9% | +16.2% | +4.7% | +13.2% |
| 6M | -13.0% | +11.7% | -24.7% | -18.0% |
| YTD | -43.8% | +44.2% | -88.1% | -52.2% |
| 1Y | -54.6% | +18.6% | -73.2% | -58.4% |
| 3Y | -58.5% | +77.4% | -135.9% | -68.1% |
| 5Y | -66.4% | +232.3% | -298.7% | -81.1% |
| All | +308.1% | +562.2% | -254.1% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 10y: compounded portfolio wealth divided by compounded LNG 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…
10y analysis · Full analysis span regression · 6 months rolling