+150,593.0%
HUBB vs CHD
+9,868.9%
+140,724.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.9% |
| 7D | +1.1% | -4.2% | +5.2% | +1.8% |
| 30D | -9.6% | -7.6% | -2.0% | -8.4% |
| 3M | -6.2% | -1.6% | -4.6% | -6.1% |
| 6M | -6.2% | -6.3% | +0.2% | -5.4% |
| YTD | +3.4% | +14.6% | -11.2% | +0.4% |
| 1Y | +5.3% | +1.6% | +3.7% | +4.4% |
| 3Y | +44.4% | +3.1% | +41.2% | +41.4% |
| 5Y | +152.4% | +21.1% | +131.3% | +138.7% |
| 10Y | +437.0% | +128.6% | +308.4% | +351.2% |
| All | +150,593.0% | +9,868.9% | +140,724.0% | +115,046.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling