-67.0%
HUBS vs LTH
+150.5%
-217.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | -9.0% | -4.0% | -5.0% | -7.6% |
| 30D | +7.2% | -5.3% | +12.5% | +9.2% |
| 3M | +20.9% | +19.0% | +1.9% | +13.8% |
| 6M | -13.0% | +55.8% | -68.8% | -27.9% |
| YTD | -43.8% | +56.1% | -100.0% | -53.8% |
| 1Y | -54.6% | +41.3% | -95.9% | -61.2% |
| 3Y | -58.5% | +156.6% | -215.1% | -73.6% |
| All | -67.0% | +150.5% | -217.5% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 5y: compounded portfolio wealth divided by compounded LTH 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…
5y analysis · Full analysis span regression · 6 months rolling