+217.3%
UAL vs HUBB
+58.5%
+158.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.7% |
| 7D | +12.5% | -2.6% | +15.0% | +14.3% |
| 30D | +12.2% | -7.7% | +19.9% | +17.7% |
| 3M | -2.6% | -13.0% | +10.4% | +6.3% |
| 6M | +21.1% | -10.6% | +31.6% | +28.1% |
| YTD | +7.8% | -0.6% | +8.4% | +4.7% |
| 1Y | +25.4% | -4.1% | +29.5% | +24.9% |
| 3Y | +217.3% | +57.2% | +160.2% | +120.8% |
| All | +217.3% | +58.5% | +158.9% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 3y: compounded portfolio wealth divided by compounded HUBB 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…
3y analysis · Full analysis span regression · 6 months rolling