+543.9%
CSCO vs HUBS
+598.6%
-54.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +0.8% |
| 7D | 0.0% | -6.2% | +6.2% | +0.8% |
| 30D | -10.7% | +6.6% | -17.3% | -12.1% |
| 3M | -8.7% | +16.4% | -25.2% | -12.2% |
| 6M | +44.9% | -19.7% | +64.7% | +45.3% |
| YTD | +44.1% | -42.6% | +86.8% | +51.5% |
| 1Y | +65.9% | -54.2% | +120.0% | +80.1% |
| 3Y | +109.0% | -57.1% | +166.2% | +124.4% |
| 5Y | +114.8% | -66.2% | +181.0% | +126.4% |
| 10Y | +377.3% | +328.3% | +49.1% | +169.5% |
| All | +543.9% | +598.6% | -54.7% | +223.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling