+498.2%
HCA vs CDW
+300.6%
+197.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.8% | -6.5% | -1.7% |
| 7D | +5.4% | +0.9% | +4.5% | +4.8% |
| 30D | +3.0% | +13.1% | -10.1% | -2.4% |
| 3M | +13.0% | +19.7% | -6.6% | +3.6% |
| 6M | -20.3% | +30.7% | -51.0% | -31.9% |
| YTD | -8.2% | +14.7% | -22.9% | -17.6% |
| 1Y | +6.7% | -5.3% | +12.0% | +4.0% |
| 3Y | +60.4% | -23.8% | +84.2% | +66.1% |
| 5Y | +73.4% | -16.8% | +90.3% | +66.5% |
| All | +498.2% | +300.6% | +197.6% | +202.0% |
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