+154.2%
HUBB vs CHD
+19.7%
+134.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | -0.4% |
| 7D | -1.7% | -4.7% | +3.0% | -1.2% |
| 30D | -12.7% | -8.3% | -4.3% | -11.9% |
| 3M | -2.9% | -4.0% | +1.1% | -2.6% |
| 6M | -4.8% | -6.5% | +1.7% | -4.2% |
| YTD | +2.8% | +13.1% | -10.3% | +0.7% |
| 1Y | +3.5% | +2.3% | +1.2% | +3.0% |
| 3Y | +43.5% | +1.8% | +41.8% | +40.6% |
| 5Y | +154.2% | +20.6% | +133.6% | +122.6% |
| All | +154.2% | +19.7% | +134.5% | +122.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling