-65.2%
AAL vs HUBB
+437.4%
-502.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.3% |
| 7D | -0.9% | -1.7% | +0.8% | +0.3% |
| 30D | -16.0% | -12.7% | -3.3% | -7.0% |
| 3M | -4.2% | -2.9% | -1.3% | -3.4% |
| 6M | +15.7% | -4.8% | +20.4% | +16.8% |
| YTD | -16.2% | +2.8% | -18.9% | -20.8% |
| 1Y | +0.2% | +3.5% | -3.3% | -6.5% |
| 3Y | -8.1% | +43.5% | -51.6% | -37.4% |
| 5Y | -32.2% | +154.2% | -186.4% | -73.6% |
| All | -65.2% | +437.4% | -502.6% | -92.4% |
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