+379.9%
CSCO vs HUBB
+446.9%
-66.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.8% | +2.6% | +3.7% |
| 7D | +2.7% | -0.1% | +2.8% | +2.7% |
| 30D | -9.5% | -10.0% | +0.5% | -5.7% |
| 3M | -7.6% | -1.6% | -6.0% | -7.5% |
| 6M | +44.9% | -3.1% | +48.0% | +45.1% |
| YTD | +47.7% | +4.6% | +43.1% | +42.9% |
| 1Y | +69.1% | +3.3% | +65.7% | +63.7% |
| 3Y | +113.5% | +46.6% | +66.9% | +71.5% |
| 5Y | +122.8% | +158.7% | -35.9% | +32.1% |
| All | +379.9% | +446.9% | -66.9% | +92.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling