+94.1%
HAS vs CDW
+315.4%
-221.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.9% | -2.0% |
| 7D | +1.6% | +9.1% | -7.5% | -1.8% |
| 30D | +26.6% | +13.7% | +12.9% | +19.9% |
| 3M | +29.0% | +27.0% | +1.9% | +16.0% |
| 6M | +30.6% | +75.9% | -45.3% | +0.3% |
| YTD | +51.5% | +28.9% | +22.6% | +29.2% |
| 1Y | +58.5% | +19.6% | +38.9% | +39.9% |
| 3Y | +214.1% | -14.6% | +228.7% | +215.5% |
| 5Y | +50.2% | -3.2% | +53.4% | +38.8% |
| All | +94.1% | +315.4% | -221.4% | +8.8% |
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