+970.6%
CDW vs HBM
+247.4%
+723.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.7% | +6.6% | +3.4% |
| 7D | +13.1% | +2.4% | +10.7% | +12.8% |
| 30D | +19.1% | -16.0% | +35.1% | +21.7% |
| 3M | +24.7% | -21.3% | +46.1% | +28.1% |
| 6M | +63.4% | -12.2% | +75.6% | +63.8% |
| YTD | +26.3% | +10.7% | +15.6% | +20.7% |
| 1Y | +20.6% | +30.3% | -9.7% | +12.4% |
| 3Y | -16.3% | +432.2% | -448.6% | -38.0% |
| 5Y | -3.9% | +218.8% | -222.7% | -26.3% |
| 10Y | +331.5% | +281.4% | +50.2% | +184.7% |
| All | +970.6% | +247.4% | +723.1% | +599.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling