+308.1%
HUBS vs UAL
+112.5%
+195.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | 0.0% |
| 7D | -9.0% | -1.4% | -7.6% | -8.6% |
| 30D | +7.2% | -12.2% | +19.5% | +10.8% |
| 3M | +20.9% | -2.5% | +23.3% | +21.2% |
| 6M | -13.0% | +21.1% | -34.1% | -19.3% |
| YTD | -43.8% | -1.8% | -42.1% | -45.0% |
| 1Y | -54.6% | +0.4% | -55.1% | -56.0% |
| 3Y | -58.5% | +130.3% | -188.7% | -69.4% |
| 5Y | -66.4% | +147.7% | -214.1% | -76.3% |
| All | +308.1% | +112.5% | +195.7% | +169.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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