+218.6%
HAS vs CDW
+903.1%
-684.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | -1.8% | +3.2% | -5.0% | -3.0% |
| 30D | +2.3% | +9.3% | -7.0% | -1.5% |
| 3M | +10.4% | +9.8% | +0.6% | +5.2% |
| 6M | -3.2% | +23.3% | -26.6% | -14.5% |
| YTD | +15.4% | +13.7% | +1.8% | +5.1% |
| 1Y | +18.8% | -6.5% | +25.3% | +16.9% |
| 3Y | +43.9% | -25.2% | +69.2% | +52.5% |
| 5Y | +13.9% | -19.5% | +33.4% | +14.7% |
| 10Y | +56.4% | +285.8% | -229.4% | -5.4% |
| All | +218.6% | +903.1% | -684.5% | +84.1% |
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 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