-68.6%
AAL vs HUBB
+381.1%
-449.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.8% | -0.9% |
| 7D | -0.1% | +1.8% | -1.8% | -1.2% |
| 30D | +11.7% | -7.7% | +19.4% | +17.7% |
| 3M | -12.5% | -13.6% | +1.0% | -3.5% |
| 6M | +3.6% | -9.1% | +12.7% | +8.5% |
| YTD | -14.1% | -0.7% | -13.4% | -17.6% |
| 1Y | +0.8% | +1.1% | -0.3% | -5.1% |
| 3Y | +11.8% | +56.2% | -44.4% | -29.8% |
| 5Y | -35.1% | +126.6% | -161.7% | -72.3% |
| All | -68.6% | +381.1% | -449.7% | -92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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