+308.1%
HUBS vs AVAV
+519.3%
-211.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -9.0% | +1.4% | -10.4% | -9.4% |
| 30D | +7.2% | -24.3% | +31.5% | +13.9% |
| 3M | +20.9% | -20.1% | +41.0% | +24.3% |
| 6M | -13.0% | -29.4% | +16.3% | -9.2% |
| YTD | -43.8% | -39.3% | -4.5% | -40.8% |
| 1Y | -54.6% | -39.3% | -15.3% | -52.8% |
| 3Y | -58.5% | +29.5% | -87.9% | -68.4% |
| 5Y | -66.4% | +56.3% | -122.7% | -77.2% |
| All | +308.1% | +519.3% | -211.2% | +56.6% |
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