+1,394.8%
HUBB vs AVAV
+407.8%
+986.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +12.6% | -9.8% | +0.7% |
| 7D | +1.8% | +3.2% | -1.3% | +1.0% |
| 30D | -6.9% | -7.4% | +0.5% | -6.0% |
| 3M | -13.8% | -32.0% | +18.2% | -8.6% |
| 6M | -9.8% | -24.6% | +14.8% | -7.7% |
| YTD | +0.3% | -47.5% | +47.8% | +6.7% |
| 1Y | -3.3% | -61.5% | +58.1% | +8.5% |
| 3Y | +61.0% | +5.5% | +55.6% | +42.2% |
| 5Y | +128.5% | +35.7% | +92.8% | +81.9% |
| 10Y | +398.9% | +379.1% | +19.8% | +177.7% |
| All | +1,394.8% | +407.8% | +986.9% | +634.0% |
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