+251.3%
UAL vs HUBB
+1,572.3%
-1,321.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | +0.7% | +0.5% | +0.2% | +0.3% |
| 30D | -16.1% | -10.0% | -6.1% | -8.5% |
| 3M | +6.1% | -4.8% | +10.9% | +9.1% |
| 6M | +10.8% | -5.6% | +16.4% | +13.9% |
| YTD | -0.4% | +4.7% | -5.1% | -6.2% |
| 1Y | +5.0% | +6.7% | -1.6% | -3.3% |
| 3Y | +124.0% | +45.8% | +78.3% | +53.3% |
| 5Y | +141.0% | +145.9% | -5.0% | +0.1% |
| 10Y | +118.0% | +418.6% | -300.6% | -51.3% |
| All | +251.3% | +1,572.3% | -1,321.0% | -77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling