+379.9%
CSCO vs HUBS
+323.9%
+56.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.6% | +4.3% |
| 7D | +2.7% | -9.0% | +11.7% | +4.0% |
| 30D | -9.5% | +7.2% | -16.7% | -10.8% |
| 3M | -7.6% | +20.9% | -28.5% | -11.5% |
| 6M | +44.9% | -13.0% | +57.9% | +43.5% |
| YTD | +47.7% | -43.8% | +91.5% | +55.8% |
| 1Y | +69.1% | -54.6% | +123.7% | +83.9% |
| 3Y | +113.5% | -58.5% | +172.0% | +130.5% |
| 5Y | +122.8% | -66.4% | +189.2% | +135.3% |
| All | +379.9% | +323.9% | +56.1% | +164.2% |
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