+269.4%
CDW vs HBM
+625.8%
-356.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.8% | -1.4% |
| 7D | -4.2% | +5.5% | -9.8% | -5.0% |
| 30D | +4.9% | +3.3% | +1.6% | +4.2% |
| 3M | +7.3% | +12.7% | -5.4% | +4.4% |
| 6M | +19.2% | +28.2% | -9.0% | +12.3% |
| YTD | +6.2% | +45.3% | -39.1% | -3.0% |
| 1Y | -14.0% | +121.7% | -135.7% | -27.3% |
| 3Y | -30.0% | +523.5% | -553.5% | -52.1% |
| 5Y | -23.6% | +393.9% | -417.5% | -48.0% |
| 10Y | +269.4% | +647.9% | -378.5% | +102.8% |
| All | +269.4% | +625.8% | -356.5% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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