+437.9%
HUBB vs CHD
+126.1%
+311.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.5% | +1.7% |
| 7D | -0.1% | -4.5% | +4.4% | +0.9% |
| 30D | -10.0% | -6.7% | -3.2% | -8.6% |
| 3M | -1.6% | -2.7% | +1.1% | -1.2% |
| 6M | -3.1% | -4.9% | +1.9% | -2.4% |
| YTD | +4.6% | +13.3% | -8.8% | +0.7% |
| 1Y | +3.3% | +1.0% | +2.3% | +2.3% |
| 3Y | +46.6% | +1.3% | +45.2% | +42.5% |
| 5Y | +158.7% | +20.8% | +137.8% | +134.0% |
| All | +437.9% | +126.1% | +311.8% | +314.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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