+57.3%
LLY vs HUBS
-54.7%
+112.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +0.7% |
| 7D | +10.1% | -13.0% | +23.1% | +10.5% |
| 30D | +24.0% | -1.8% | +25.8% | +24.1% |
| 3M | +27.3% | -13.0% | +40.2% | +27.5% |
| 6M | +47.0% | -12.4% | +59.4% | +47.0% |
| YTD | +32.6% | -46.0% | +78.6% | +33.5% |
| 1Y | +57.3% | -54.1% | +111.4% | +58.7% |
| All | +57.3% | -54.7% | +112.0% | +58.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling