+863.2%
CDW vs HBM
+334.1%
+529.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | +3.2% | -6.4% | +9.5% | +4.0% |
| 30D | +9.3% | +5.9% | +3.4% | +8.3% |
| 3M | +9.8% | -8.9% | +18.7% | +10.2% |
| 6M | +23.3% | +10.7% | +12.7% | +19.5% |
| YTD | +13.7% | +38.3% | -24.6% | +5.9% |
| 1Y | -6.5% | +121.3% | -127.8% | -18.9% |
| 3Y | -25.2% | +450.6% | -475.8% | -44.7% |
| 5Y | -19.5% | +338.0% | -357.5% | -40.7% |
| 10Y | +285.8% | +578.6% | -292.8% | +140.8% |
| All | +863.2% | +334.1% | +529.2% | +514.1% |
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