-22.9%
CDW vs HUBB
+148.7%
-171.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.4% |
| 7D | -7.4% | -1.7% | -5.7% | -6.8% |
| 30D | +5.8% | -12.7% | +18.5% | +11.5% |
| 3M | +10.8% | -2.9% | +13.8% | +10.2% |
| 6M | +21.5% | -4.8% | +26.3% | +20.9% |
| YTD | +6.4% | +2.8% | +3.6% | +1.2% |
| 1Y | -14.8% | +3.5% | -18.3% | -19.5% |
| 3Y | -29.9% | +43.5% | -73.4% | -45.6% |
| 5Y | -22.9% | +154.2% | -177.1% | -59.4% |
| All | -22.9% | +148.7% | -171.6% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling