+311.6%
HAS vs CDW
+942.7%
-631.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.1% | +4.5% | +0.5% |
| 7D | 0.0% | -4.1% | +4.1% | +1.1% |
| 30D | +31.3% | +16.7% | +14.6% | +23.6% |
| 3M | +32.1% | +13.6% | +18.5% | +24.6% |
| 6M | +28.1% | +17.0% | +11.1% | +15.8% |
| YTD | +49.1% | +18.1% | +31.0% | +32.9% |
| 1Y | +60.5% | +10.5% | +50.1% | +47.1% |
| 3Y | +183.9% | -20.9% | +204.8% | +192.3% |
| 5Y | +51.2% | -9.3% | +60.5% | +44.4% |
| 10Y | +105.3% | +310.6% | -205.3% | +21.0% |
| All | +311.6% | +942.7% | -631.1% | +132.8% |
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 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