+189.2%
HAS vs CDW
-21.8%
+211.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -0.2% | +2.1% | -2.2% | -0.7% |
| 30D | +31.0% | +14.7% | +16.3% | +27.0% |
| 3M | +30.7% | +11.1% | +19.5% | +27.0% |
| 6M | +23.9% | +45.6% | -21.7% | +11.3% |
| YTD | +48.3% | +17.1% | +31.2% | +39.0% |
| 1Y | +60.2% | +13.2% | +47.1% | +52.3% |
| 3Y | +189.2% | -22.2% | +211.4% | +175.1% |
| All | +189.2% | -21.8% | +211.0% | +175.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling