+108.5%
CSCO vs HUBB
+48.8%
+59.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | -0.5% | +4.8% | -5.4% | -1.8% |
| 30D | -10.1% | -9.3% | -0.8% | -7.8% |
| 3M | -11.7% | -3.9% | -7.9% | -11.1% |
| 6M | +40.1% | -0.8% | +40.9% | +39.3% |
| YTD | +43.8% | +5.6% | +38.2% | +40.6% |
| 1Y | +66.6% | +7.7% | +58.9% | +61.5% |
| 3Y | +108.5% | +47.5% | +61.1% | +91.0% |
| All | +108.5% | +48.8% | +59.7% | +91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling