+863.2%
CDW vs HUBB
+520.3%
+342.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | +3.2% | +0.5% | +2.6% | +2.9% |
| 30D | +9.3% | -10.0% | +19.3% | +14.6% |
| 3M | +9.8% | -4.8% | +14.6% | +10.5% |
| 6M | +23.3% | -5.6% | +28.9% | +23.6% |
| YTD | +13.7% | +4.7% | +9.0% | +7.3% |
| 1Y | -6.5% | +6.7% | -13.2% | -13.0% |
| 3Y | -25.2% | +45.8% | -71.0% | -43.0% |
| 5Y | -19.5% | +145.9% | -165.4% | -54.9% |
| 10Y | +285.8% | +418.6% | -132.8% | +43.6% |
| All | +863.2% | +520.3% | +342.9% | +246.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling