+437.0%
HUBB vs AVAV
+478.0%
-40.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.4% | +3.3% | -1.3% |
| 7D | +1.1% | -3.2% | +4.2% | +1.6% |
| 30D | -9.6% | -25.6% | +16.0% | -5.7% |
| 3M | -6.2% | -20.2% | +14.0% | -4.1% |
| 6M | -6.2% | -38.1% | +31.9% | -1.3% |
| YTD | +3.4% | -41.8% | +45.1% | +8.0% |
| 1Y | +5.3% | -39.0% | +44.4% | +8.2% |
| 3Y | +44.4% | +24.1% | +20.3% | +26.0% |
| 5Y | +152.4% | +53.0% | +99.3% | +102.1% |
| 10Y | +437.0% | +493.8% | -56.8% | +194.8% |
| All | +437.0% | +478.0% | -40.9% | +194.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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