+2,770.9%
AVGO vs HUBS
+323.9%
+2,447.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | +1.1% | -9.0% | +10.1% | +3.6% |
| 30D | -13.0% | +7.2% | -20.2% | -15.2% |
| 3M | -6.0% | +20.9% | -26.8% | -13.7% |
| 6M | +6.4% | -13.0% | +19.4% | +3.9% |
| YTD | +5.0% | -43.8% | +48.8% | +15.4% |
| 1Y | +1.4% | -54.6% | +56.0% | +17.8% |
| 3Y | +336.8% | -58.5% | +395.3% | +409.6% |
| 5Y | +698.2% | -66.4% | +764.6% | +807.8% |
| All | +2,770.9% | +323.9% | +2,447.1% | +1,314.3% |
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