+1,383.2%
HCA vs CDW
+1,030.0%
+353.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.1% |
| 7D | +0.8% | +9.3% | -8.5% | -2.5% |
| 30D | +6.1% | +14.4% | -8.3% | +0.7% |
| 3M | +21.4% | +21.4% | 0.0% | +11.8% |
| 6M | +17.2% | +72.8% | -55.6% | -8.1% |
| YTD | +7.5% | +28.0% | -20.6% | -7.4% |
| 1Y | +6.2% | +19.3% | -13.2% | -5.8% |
| 3Y | +122.0% | -15.3% | +137.3% | +119.6% |
| 5Y | +112.2% | -3.8% | +116.0% | +92.9% |
| 10Y | +675.7% | +318.5% | +357.2% | +296.8% |
| All | +1,383.2% | +1,030.0% | +353.2% | +548.2% |
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 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