+220,352.3%
CSCO vs HUBB
+152,497.6%
+67,854.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.7% | +0.5% | -1.2% | -0.7% |
| 30D | -10.1% | -10.0% | -0.1% | -10.0% |
| 3M | -15.7% | -4.8% | -10.9% | -15.6% |
| 6M | +36.3% | -5.6% | +41.8% | +36.4% |
| YTD | +43.8% | +4.7% | +39.2% | +43.7% |
| 1Y | +63.9% | +6.7% | +57.3% | +63.7% |
| 3Y | +104.4% | +45.8% | +58.6% | +103.1% |
| 5Y | +111.4% | +145.9% | -34.6% | +108.5% |
| 10Y | +361.7% | +418.6% | -56.9% | +351.4% |
| All | +220,352.3% | +152,497.6% | +67,854.7% | +282,401.4% |
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