-22.8%
CDW vs HBM
+369.7%
-392.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +5.7% | -10.9% | -5.8% |
| 7D | -3.9% | +7.3% | -11.2% | -4.7% |
| 30D | +6.9% | +5.0% | +1.9% | +6.2% |
| 3M | +7.7% | +11.1% | -3.4% | +5.6% |
| 6M | +18.3% | +30.2% | -11.9% | +12.5% |
| YTD | +7.8% | +46.2% | -38.4% | -0.6% |
| 1Y | -12.2% | +120.0% | -132.2% | -24.7% |
| 3Y | -28.9% | +527.3% | -556.2% | -51.0% |
| 5Y | -22.8% | +400.3% | -423.0% | -47.3% |
| All | -22.8% | +369.7% | -392.5% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling