+3,847.4%
ANET vs HUBS
+323.9%
+3,523.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.8% | +5.4% |
| 7D | +3.0% | -9.0% | +12.0% | +6.0% |
| 30D | -5.2% | +7.2% | -12.4% | -8.3% |
| 3M | +27.6% | +20.9% | +6.7% | +14.5% |
| 6M | +44.4% | -13.0% | +57.4% | +40.3% |
| YTD | +52.3% | -43.8% | +96.2% | +69.7% |
| 1Y | +30.4% | -54.6% | +85.1% | +55.2% |
| 3Y | +313.3% | -58.5% | +371.7% | +394.9% |
| 5Y | +810.0% | -66.4% | +876.4% | +967.7% |
| All | +3,847.4% | +323.9% | +3,523.5% | +1,438.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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