+12.8%
HAL vs CDW
+903.1%
-890.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.1% |
| 7D | +2.9% | +3.2% | -0.2% | +1.2% |
| 30D | +17.0% | +9.3% | +7.8% | +11.0% |
| 3M | -9.7% | +9.8% | -19.4% | -15.7% |
| 6M | +8.6% | +23.3% | -14.7% | -8.2% |
| YTD | +33.0% | +13.7% | +19.3% | +16.8% |
| 1Y | +68.3% | -6.5% | +74.8% | +64.4% |
| 3Y | +0.1% | -25.2% | +25.3% | +7.6% |
| 5Y | +102.6% | -19.5% | +122.1% | +101.2% |
| 10Y | +3.8% | +285.8% | -282.0% | -47.5% |
| All | +12.8% | +903.1% | -890.3% | -50.4% |
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