+31,416.6%
AVGO vs HUBB
+1,632.5%
+29,784.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -3.0% | +0.5% | -3.5% | -3.4% |
| 30D | -14.4% | -10.0% | -4.4% | -8.6% |
| 3M | -14.4% | -4.8% | -9.7% | -12.3% |
| 6M | +13.1% | -5.6% | +18.7% | +15.4% |
| YTD | +3.8% | +4.7% | -0.9% | -1.4% |
| 1Y | +17.8% | +6.7% | +11.1% | +10.4% |
| 3Y | +325.3% | +45.8% | +279.5% | +227.6% |
| 5Y | +689.9% | +145.9% | +544.0% | +325.9% |
| 10Y | +2,597.0% | +418.6% | +2,178.4% | +745.2% |
| All | +31,416.6% | +1,632.5% | +29,784.1% | +4,639.0% |
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