+650.3%
HCA vs CDW
+312.7%
+337.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.1% |
| 7D | +0.8% | +9.3% | -8.5% | -2.7% |
| 30D | +6.1% | +14.4% | -8.3% | +0.5% |
| 3M | +21.4% | +21.4% | 0.0% | +11.5% |
| 6M | +17.2% | +72.8% | -55.6% | -9.2% |
| YTD | +7.5% | +28.0% | -20.6% | -8.1% |
| 1Y | +6.2% | +19.3% | -13.2% | -6.2% |
| 3Y | +122.0% | -15.3% | +137.3% | +120.0% |
| 5Y | +112.2% | -3.8% | +116.0% | +90.6% |
| All | +650.3% | +312.7% | +337.6% | +279.2% |
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