-35.7%
HDB vs CDW
-19.1%
-16.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | +0.4% | +3.2% | -2.7% | -0.2% |
| 30D | -2.8% | +9.3% | -12.1% | -4.6% |
| 3M | -3.5% | +9.8% | -13.3% | -5.7% |
| 6M | -24.7% | +23.3% | -48.1% | -29.1% |
| YTD | -36.6% | +13.7% | -50.2% | -39.2% |
| 1Y | -34.4% | -6.5% | -27.9% | -34.2% |
| 3Y | -24.4% | -25.2% | +0.8% | -21.2% |
| All | -35.7% | -19.1% | -16.6% | -36.7% |
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