+322.0%
CDW vs HUBB
+396.5%
-74.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.6% |
| 7D | +2.6% | +1.2% | +1.4% | +2.0% |
| 30D | +20.4% | -6.4% | +26.8% | +23.9% |
| 3M | +28.5% | -14.4% | +42.9% | +37.7% |
| 6M | +70.6% | -9.0% | +79.6% | +74.4% |
| YTD | +29.1% | +0.7% | +28.3% | +23.2% |
| 1Y | +23.8% | -0.3% | +24.1% | +18.6% |
| 3Y | -14.5% | +59.2% | -73.7% | -39.0% |
| 5Y | -1.6% | +130.2% | -131.8% | -45.1% |
| 10Y | +322.0% | +391.8% | -69.8% | +53.4% |
| All | +322.0% | +396.5% | -74.5% | +53.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling