-28.4%
HDB vs CDW
+16.9%
-45.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.8% | -2.2% | +2.2% |
| 7D | +13.7% | +9.3% | +4.4% | +12.7% |
| 30D | +15.8% | +15.8% | +0.1% | +14.2% |
| 3M | +9.2% | +21.8% | -12.6% | +7.3% |
| 6M | +3.2% | +58.8% | -55.6% | +1.3% |
| YTD | -29.4% | +22.8% | -52.1% | -31.9% |
| All | -28.4% | +16.9% | -45.4% | -31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling