+100.8%
HBAN vs CDW
+312.7%
-211.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.9% |
| 7D | +2.3% | +9.3% | -7.1% | -2.0% |
| 30D | +4.8% | +14.4% | -9.6% | -2.5% |
| 3M | -10.1% | +21.4% | -31.5% | -19.7% |
| 6M | +5.0% | +72.8% | -67.8% | -24.4% |
| YTD | -6.1% | +28.0% | -34.2% | -23.1% |
| 1Y | +4.6% | +19.3% | -14.8% | -10.8% |
| 3Y | +74.9% | -15.3% | +90.2% | +75.1% |
| 5Y | +21.4% | -3.8% | +25.2% | +9.2% |
| All | +100.8% | +312.7% | -211.9% | -8.3% |
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