+250.8%
HBAN vs CDW
+903.1%
-652.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.3% |
| 7D | +0.7% | +3.2% | -2.5% | -0.9% |
| 30D | -3.2% | +9.3% | -12.5% | -7.9% |
| 3M | +4.0% | +9.8% | -5.8% | -2.6% |
| 6M | +3.1% | +23.3% | -20.2% | -12.0% |
| YTD | 0.0% | +13.7% | -13.6% | -11.3% |
| 1Y | -1.2% | -6.5% | +5.3% | -3.6% |
| 3Y | +72.5% | -25.2% | +97.7% | +85.0% |
| 5Y | +39.3% | -19.5% | +58.8% | +39.9% |
| 10Y | +157.3% | +285.8% | -128.5% | +28.5% |
| All | +250.8% | +903.1% | -652.3% | +50.6% |
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 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