+2,057.0%
LLY vs HUBS
+598.6%
+1,458.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +0.4% |
| 7D | -3.1% | -6.2% | +3.1% | -2.5% |
| 30D | -8.6% | +6.6% | -15.2% | -9.3% |
| 3M | -1.6% | +16.4% | -18.1% | -3.7% |
| 6M | +11.8% | -19.7% | +31.6% | +12.4% |
| YTD | +5.1% | -42.6% | +47.8% | +8.7% |
| 1Y | +50.7% | -54.2% | +104.9% | +58.6% |
| 3Y | +95.7% | -57.1% | +152.8% | +105.1% |
| 5Y | +390.2% | -66.2% | +456.4% | +409.4% |
| 10Y | +1,580.3% | +328.3% | +1,252.1% | +1,160.4% |
| All | +2,057.0% | +598.6% | +1,458.4% | +1,479.6% |
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