+5,706.3%
ANET vs HUBB
+397.6%
+5,308.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.8% | +3.8% | +4.5% |
| 7D | +3.0% | -0.1% | +3.1% | +3.1% |
| 30D | -5.2% | -10.0% | +4.8% | +1.3% |
| 3M | +27.6% | -1.6% | +29.2% | +29.3% |
| 6M | +44.4% | -3.1% | +47.5% | +47.1% |
| YTD | +52.3% | +4.6% | +47.7% | +47.9% |
| 1Y | +30.4% | +3.3% | +27.1% | +27.4% |
| 3Y | +313.3% | +46.6% | +266.7% | +234.8% |
| 5Y | +810.0% | +158.7% | +651.3% | +428.9% |
| 10Y | +3,903.8% | +443.5% | +3,460.4% | +1,332.8% |
| All | +5,706.3% | +397.6% | +5,308.7% | +2,050.0% |
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