+1,549.9%
LLY vs HUBS
+323.9%
+1,226.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.7% |
| 7D | -2.9% | -9.0% | +6.1% | -2.1% |
| 30D | -8.4% | +7.2% | -15.7% | -9.2% |
| 3M | -3.8% | +20.9% | -24.6% | -6.2% |
| 6M | +11.9% | -13.0% | +25.0% | +11.6% |
| YTD | +4.3% | -43.8% | +48.2% | +8.2% |
| 1Y | +48.5% | -54.6% | +103.1% | +56.7% |
| 3Y | +91.2% | -58.5% | +149.7% | +101.4% |
| 5Y | +387.5% | -66.4% | +453.9% | +408.6% |
| All | +1,549.9% | +323.9% | +1,226.0% | +1,105.1% |
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