+245.3%
HBAN vs CDW
+851.1%
-605.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.2% | +3.6% | +0.8% |
| 7D | +2.1% | -3.9% | +5.9% | +3.9% |
| 30D | -4.5% | +6.9% | -11.4% | -8.1% |
| 3M | +2.6% | +7.7% | -5.1% | -3.1% |
| 6M | +4.7% | +18.3% | -13.6% | -9.0% |
| YTD | -1.5% | +7.8% | -9.3% | -10.6% |
| 1Y | -1.9% | -12.2% | +10.2% | -1.4% |
| 3Y | +75.2% | -28.9% | +104.1% | +92.3% |
| 5Y | +37.2% | -22.8% | +60.0% | +40.3% |
| 10Y | +156.6% | +266.1% | -109.5% | +31.3% |
| All | +245.3% | +851.1% | -605.8% | +51.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling