+474.5%
HD vs CDW
+903.1%
-428.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.3% |
| 7D | -2.1% | +3.2% | -5.2% | -3.2% |
| 30D | -8.4% | +9.3% | -17.7% | -11.7% |
| 3M | +4.3% | +9.8% | -5.4% | -0.5% |
| 6M | -11.1% | +23.3% | -34.5% | -21.0% |
| YTD | -4.7% | +13.7% | -18.3% | -12.9% |
| 1Y | -19.8% | -6.5% | -13.3% | -21.1% |
| 3Y | +4.1% | -25.2% | +29.3% | +9.6% |
| 5Y | +10.3% | -19.5% | +29.8% | +10.4% |
| 10Y | +203.2% | +285.8% | -82.7% | +72.7% |
| All | +474.5% | +903.1% | -428.6% | +198.8% |
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