+2,056.5%
LLY vs HUBS
+629.7%
+1,426.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -2.0% |
| 7D | -3.1% | -4.3% | +1.1% | -2.7% |
| 30D | -5.1% | +14.2% | -19.3% | -6.4% |
| 3M | -2.1% | +15.5% | -17.6% | -4.1% |
| 6M | +13.8% | -18.9% | +32.8% | +14.3% |
| YTD | +5.1% | -40.1% | +45.2% | +8.3% |
| 1Y | +53.1% | -51.8% | +104.9% | +60.4% |
| 3Y | +95.6% | -55.2% | +150.9% | +104.2% |
| 5Y | +361.5% | -64.7% | +426.2% | +377.7% |
| 10Y | +1,545.2% | +327.0% | +1,218.2% | +1,134.1% |
| All | +2,056.5% | +629.7% | +1,426.8% | +1,473.1% |
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 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