-28.9%
CDW vs HUBB
+48.8%
-77.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.9% | -6.1% | -5.5% |
| 7D | -3.9% | +4.8% | -8.7% | -5.3% |
| 30D | +6.9% | -9.3% | +16.2% | +10.0% |
| 3M | +7.7% | -3.9% | +11.6% | +7.5% |
| 6M | +18.3% | -0.8% | +19.2% | +15.8% |
| YTD | +7.8% | +5.6% | +2.2% | +1.9% |
| 1Y | -12.2% | +7.7% | -19.9% | -17.9% |
| 3Y | -28.9% | +47.5% | -76.4% | -40.9% |
| All | -28.9% | +48.8% | -77.8% | -40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling