+0.2%
HAL vs CDW
+1,039.4%
-1,039.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.2% | +1.2% | +2.3% |
| 7D | -0.2% | +2.6% | -2.8% | -1.6% |
| 30D | +1.0% | +20.4% | -19.4% | -9.1% |
| 3M | -2.1% | +28.5% | -30.6% | -15.9% |
| 6M | -17.5% | +70.6% | -88.1% | -40.9% |
| YTD | +18.1% | +29.1% | -11.0% | -4.4% |
| 1Y | +19.7% | +23.8% | -4.1% | -1.0% |
| 3Y | -7.9% | -14.5% | +6.6% | -9.0% |
| 5Y | +53.1% | -1.6% | +54.6% | +33.9% |
| 10Y | -16.8% | +322.0% | -338.8% | -60.7% |
| All | +0.2% | +1,039.4% | -1,039.1% | -59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling