-19.1%
HAL vs CDW
+325.6%
-344.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.8% | -4.7% | -2.3% |
| 7D | -7.9% | +9.3% | -17.2% | -12.8% |
| 30D | -2.1% | +15.8% | -17.8% | -10.6% |
| 3M | +0.4% | +21.8% | -21.4% | -12.1% |
| 6M | -19.2% | +58.8% | -78.0% | -41.2% |
| YTD | +14.4% | +22.8% | -8.4% | -6.3% |
| 1Y | +18.0% | +17.9% | +0.1% | -1.1% |
| 3Y | -9.7% | -17.4% | +7.7% | -9.3% |
| 5Y | +40.1% | -5.7% | +45.9% | +22.6% |
| 10Y | -19.1% | +319.5% | -338.6% | -48.1% |
| All | -19.1% | +325.6% | -344.7% | -48.1% |
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