+1.2%
HAL vs CDW
+263.0%
-261.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | +2.0% |
| 7D | +0.5% | -3.9% | +4.3% | +2.4% |
| 30D | +15.9% | +6.9% | +9.0% | +10.8% |
| 3M | -8.7% | +7.7% | -16.4% | -14.5% |
| 6M | +9.0% | +18.3% | -9.3% | -7.1% |
| YTD | +32.0% | +7.8% | +24.3% | +18.1% |
| 1Y | +72.5% | -12.2% | +84.6% | +74.2% |
| 3Y | -4.5% | -28.9% | +24.4% | +5.8% |
| 5Y | +109.7% | -22.8% | +132.5% | +110.5% |
| 10Y | +1.2% | +266.1% | -264.9% | -43.3% |
| All | +1.2% | +263.0% | -261.8% | -43.3% |
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