-16.8%
HAL vs CDW
+338.4%
-355.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.2% | +1.2% | +2.2% |
| 7D | -0.2% | +2.6% | -2.8% | -1.6% |
| 30D | +1.0% | +20.4% | -19.4% | -9.6% |
| 3M | -2.1% | +28.5% | -30.6% | -16.7% |
| 6M | -17.5% | +70.6% | -88.1% | -42.2% |
| YTD | +18.1% | +29.1% | -11.0% | -5.8% |
| 1Y | +19.7% | +23.8% | -4.1% | -2.2% |
| 3Y | -7.9% | -14.5% | +6.6% | -9.0% |
| 5Y | +53.1% | -1.6% | +54.6% | +31.1% |
| 10Y | -16.8% | +322.0% | -338.8% | -52.7% |
| All | -16.8% | +338.4% | -355.2% | -52.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling