+269.4%
CDW vs HUBB
+427.3%
-157.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.4% |
| 7D | -4.2% | +1.1% | -5.3% | -4.7% |
| 30D | +4.9% | -9.6% | +14.5% | +9.9% |
| 3M | +7.3% | -6.2% | +13.5% | +8.7% |
| 6M | +19.2% | -6.2% | +25.3% | +19.8% |
| YTD | +6.2% | +3.4% | +2.8% | +0.5% |
| 1Y | -14.0% | +5.3% | -19.3% | -19.8% |
| 3Y | -30.0% | +44.4% | -74.3% | -47.1% |
| 5Y | -23.6% | +152.4% | -176.0% | -59.4% |
| 10Y | +269.4% | +437.0% | -167.7% | +23.5% |
| All | +269.4% | +427.3% | -157.9% | +23.5% |
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