+114.8%
CSCO vs HUBB
+148.7%
-33.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.9% |
| 7D | 0.0% | +1.1% | -1.1% | -0.4% |
| 30D | -10.7% | -9.6% | -1.1% | -8.1% |
| 3M | -8.7% | -6.2% | -2.6% | -7.3% |
| 6M | +44.9% | -6.2% | +51.1% | +46.5% |
| YTD | +44.1% | +3.4% | +40.8% | +41.3% |
| 1Y | +65.9% | +5.3% | +60.5% | +61.1% |
| 3Y | +109.0% | +44.4% | +64.7% | +79.6% |
| 5Y | +114.8% | +152.4% | -37.6% | +43.6% |
| All | +114.8% | +148.7% | -33.9% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling