+364.1%
LIN vs HUBS
+323.9%
+40.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | -2.4% | -9.0% | +6.6% | -1.1% |
| 30D | -2.4% | +7.2% | -9.7% | -3.7% |
| 3M | -9.3% | +20.9% | -30.1% | -12.8% |
| 6M | -2.6% | -13.0% | +10.5% | -3.2% |
| YTD | +10.4% | -43.8% | +54.3% | +16.7% |
| 1Y | -2.3% | -54.6% | +52.4% | +6.4% |
| 3Y | +24.4% | -58.5% | +82.9% | +33.6% |
| 5Y | +60.7% | -66.4% | +127.1% | +68.6% |
| All | +364.1% | +323.9% | +40.2% | +183.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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