+385.7%
LIN vs HUBS
+651.4%
-265.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +2.0% | -0.6% |
| 7D | -2.1% | -5.0% | +2.9% | -1.5% |
| 30D | -2.4% | -1.0% | -1.4% | -2.9% |
| 3M | -5.6% | +12.4% | -17.9% | -8.2% |
| 6M | -3.4% | -11.1% | +7.7% | -4.3% |
| YTD | +13.1% | -38.3% | +51.4% | +17.6% |
| 1Y | +2.5% | -46.7% | +49.1% | +8.3% |
| 3Y | +27.6% | -55.1% | +82.7% | +35.2% |
| 5Y | +63.0% | -64.8% | +127.9% | +69.8% |
| 10Y | +359.3% | +334.3% | +25.0% | +198.8% |
| All | +385.7% | +651.4% | -265.8% | +192.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling