+273.4%
UAL vs HUBB
+1,509.7%
-1,236.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.9% |
| 7D | +2.3% | +1.2% | +1.1% | +1.3% |
| 30D | +13.3% | -6.4% | +19.8% | +18.7% |
| 3M | -6.3% | -14.4% | +8.1% | +5.3% |
| 6M | +22.5% | -9.0% | +31.5% | +29.0% |
| YTD | +5.9% | +0.7% | +5.1% | +1.8% |
| 1Y | +24.7% | -0.3% | +24.9% | +20.6% |
| 3Y | +211.6% | +59.2% | +152.4% | +96.9% |
| 5Y | +130.6% | +130.2% | +0.3% | +0.6% |
| 10Y | +96.5% | +391.8% | -295.3% | -54.5% |
| All | +273.4% | +1,509.7% | -1,236.3% | -75.5% |
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