+698.7%
HUBS vs CDW
+452.7%
+246.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.2% | +2.3% | +0.5% |
| 7D | -4.3% | -3.9% | -0.4% | -1.7% |
| 30D | +14.2% | +6.9% | +7.3% | +9.1% |
| 3M | +15.5% | +7.7% | +7.8% | +8.6% |
| 6M | -18.9% | +18.3% | -37.3% | -29.0% |
| YTD | -40.1% | +7.8% | -47.8% | -44.9% |
| 1Y | -51.8% | -12.2% | -39.6% | -49.3% |
| 3Y | -55.2% | -28.9% | -26.3% | -47.8% |
| 5Y | -64.7% | -22.8% | -41.9% | -61.1% |
| 10Y | +327.0% | +266.1% | +60.9% | +78.9% |
| All | +698.7% | +452.7% | +246.1% | +176.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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