+153.3%
HBAN vs CDW
+271.4%
-118.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -1.9% | -7.4% | +5.4% | +1.7% |
| 30D | -5.9% | +5.8% | -11.7% | -9.1% |
| 3M | +0.2% | +10.8% | -10.6% | -6.9% |
| 6M | +6.6% | +21.5% | -14.8% | -9.7% |
| YTD | -1.7% | +6.4% | -8.1% | -10.7% |
| 1Y | -1.7% | -14.8% | +13.1% | +0.6% |
| 3Y | +74.9% | -29.9% | +104.8% | +94.3% |
| 5Y | +36.0% | -22.9% | +58.8% | +38.3% |
| All | +153.3% | +271.4% | -118.1% | +19.6% |
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