+70.3%
HCA vs CDW
-23.8%
+94.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.4% | +5.2% |
| 7D | +4.9% | -4.2% | +9.2% | +5.9% |
| 30D | +1.9% | +4.9% | -3.0% | +0.6% |
| 3M | +12.7% | +7.3% | +5.5% | +10.1% |
| 6M | -22.3% | +19.2% | -41.5% | -27.6% |
| YTD | -9.3% | +6.2% | -15.5% | -12.9% |
| 1Y | +2.7% | -14.0% | +16.7% | +5.4% |
| 3Y | +57.8% | -30.0% | +87.8% | +68.5% |
| 5Y | +70.3% | -23.6% | +93.9% | +66.9% |
| All | +70.3% | -23.8% | +94.1% | +66.9% |
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 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