+1,382.0%
HUBB vs AVAV
+394.0%
+988.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.9% | -0.4% |
| 7D | -2.6% | 0.0% | -2.5% | -2.8% |
| 30D | -7.7% | -9.9% | +2.3% | -6.4% |
| 3M | -13.0% | -34.7% | +21.7% | -7.1% |
| 6M | -10.6% | -26.6% | +16.0% | -8.1% |
| YTD | -0.6% | -48.9% | +48.4% | +6.3% |
| 1Y | -4.1% | -63.0% | +58.9% | +8.3% |
| 3Y | +57.2% | +1.6% | +55.6% | +39.7% |
| 5Y | +127.2% | +34.5% | +92.7% | +81.0% |
| 10Y | +386.2% | +359.3% | +26.9% | +172.7% |
| All | +1,382.0% | +394.0% | +988.0% | +631.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling