+1,092.6%
HCA vs CDW
+851.1%
+241.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.4% | +1.2% |
| 7D | -2.8% | -3.9% | +1.1% | -1.4% |
| 30D | -2.7% | +6.9% | -9.6% | -5.6% |
| 3M | +11.5% | +7.7% | +3.8% | +6.9% |
| 6M | -24.3% | +18.3% | -42.6% | -32.1% |
| YTD | -13.6% | +7.8% | -21.3% | -20.1% |
| 1Y | -3.2% | -12.2% | +9.0% | -2.9% |
| 3Y | +50.4% | -28.9% | +79.4% | +59.7% |
| 5Y | +64.8% | -22.8% | +87.6% | +64.2% |
| 10Y | +456.5% | +266.1% | +190.5% | +201.8% |
| All | +1,092.6% | +851.1% | +241.5% | +459.3% |
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