-58.5%
HUBS vs LUMN
+385.3%
-443.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.7% |
| 7D | -9.0% | +2.5% | -11.5% | -9.1% |
| 30D | +7.2% | +10.3% | -3.1% | +6.5% |
| 3M | +20.9% | -18.3% | +39.1% | +22.1% |
| 6M | -13.0% | +4.4% | -17.4% | -14.0% |
| YTD | -43.8% | -10.7% | -33.2% | -44.1% |
| 1Y | -54.6% | +14.0% | -68.6% | -55.8% |
| 3Y | -58.5% | +406.6% | -465.0% | -64.9% |
| All | -58.5% | +385.3% | -443.8% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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