+114.5%
HCA vs CDW
-4.0%
+118.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.2% |
| 7D | +0.8% | +9.3% | -8.5% | -1.2% |
| 30D | +6.1% | +14.4% | -8.3% | +2.8% |
| 3M | +21.4% | +21.4% | 0.0% | +15.8% |
| 6M | +17.2% | +72.8% | -55.6% | +1.2% |
| YTD | +7.5% | +28.0% | -20.6% | -1.2% |
| 1Y | +6.2% | +19.3% | -13.2% | -0.2% |
| 3Y | +122.0% | -15.3% | +137.3% | +126.7% |
| All | +114.5% | -4.0% | +118.5% | +93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling