+32.7%
LQD vs HUBS
+583.9%
-551.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -1.1% | -9.0% | +7.9% | -0.8% |
| 30D | -1.3% | +7.2% | -8.5% | -1.6% |
| 3M | -3.2% | +20.9% | -24.1% | -4.0% |
| 6M | -2.1% | -13.0% | +10.9% | -2.2% |
| YTD | -2.4% | -43.8% | +41.5% | -1.1% |
| 1Y | -2.7% | -54.6% | +52.0% | -0.8% |
| 3Y | +14.2% | -58.5% | +72.7% | +16.0% |
| 5Y | -5.8% | -66.4% | +60.6% | -5.3% |
| 10Y | +22.2% | +319.2% | -297.1% | +19.0% |
| All | +32.7% | +583.9% | -551.1% | +29.6% |
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