+227.3%
HBAN vs CDW
+1,037.5%
-810.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | +0.8% | +9.1% | -8.3% | -3.2% |
| 30D | +3.2% | +13.7% | -10.5% | -3.4% |
| 3M | -11.1% | +27.0% | -38.1% | -22.0% |
| 6M | +1.2% | +75.9% | -74.7% | -26.5% |
| YTD | -6.7% | +28.9% | -35.5% | -22.9% |
| 1Y | +2.4% | +19.6% | -17.2% | -12.0% |
| 3Y | +73.3% | -14.6% | +87.9% | +72.4% |
| 5Y | +20.7% | -3.2% | +23.9% | +9.6% |
| 10Y | +104.1% | +321.3% | -217.2% | -3.7% |
| All | +227.3% | +1,037.5% | -810.2% | +30.9% |
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 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