+100.5%
HAS vs CDW
+303.2%
-202.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | -0.2% | +2.1% | -2.2% | -1.3% |
| 30D | +31.0% | +14.7% | +16.3% | +23.6% |
| 3M | +30.7% | +11.1% | +19.5% | +23.7% |
| 6M | +23.9% | +45.6% | -21.7% | +2.7% |
| YTD | +48.3% | +17.1% | +31.2% | +31.3% |
| 1Y | +60.2% | +13.2% | +47.1% | +44.0% |
| 3Y | +189.2% | -22.2% | +211.4% | +201.0% |
| 5Y | +50.4% | -10.1% | +60.5% | +42.8% |
| All | +100.5% | +303.2% | -202.7% | +12.3% |
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