+416.0%
AAOI vs HUBS
+323.9%
+92.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.7% |
| 7D | -0.2% | -9.0% | +8.8% | +3.3% |
| 30D | -23.7% | +7.2% | -30.9% | -27.8% |
| 3M | -39.0% | +20.9% | -59.9% | -47.9% |
| 6M | -17.0% | -13.0% | -4.0% | -22.7% |
| YTD | +202.2% | -43.8% | +246.1% | +232.3% |
| 1Y | +292.4% | -54.6% | +347.0% | +376.9% |
| 3Y | +804.4% | -58.5% | +862.8% | +1,098.9% |
| 5Y | +1,318.0% | -66.4% | +1,384.4% | +1,778.6% |
| All | +416.0% | +323.9% | +92.1% | +148.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling