+390.7%
LLY vs HUBS
-67.3%
+458.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.1% |
| 7D | -3.2% | -12.4% | +9.2% | -2.3% |
| 30D | -7.4% | +1.4% | -8.8% | -7.6% |
| 3M | -1.0% | +16.0% | -17.0% | -2.6% |
| 6M | +12.5% | -17.0% | +29.5% | +12.8% |
| YTD | +5.0% | -44.3% | +49.3% | +8.2% |
| 1Y | +49.8% | -54.3% | +104.1% | +56.1% |
| 3Y | +95.5% | -58.4% | +153.9% | +104.4% |
| 5Y | +390.7% | -66.7% | +457.3% | +400.8% |
| All | +390.7% | -67.3% | +458.0% | +400.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling