+213.8%
HDB vs CDW
+933.5%
-719.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.0% |
| 7D | +13.3% | +2.1% | +11.3% | +12.5% |
| 30D | +13.6% | +14.7% | -1.2% | +8.9% |
| 3M | +5.8% | +11.1% | -5.4% | +1.9% |
| 6M | -1.9% | +45.6% | -47.5% | -13.4% |
| YTD | -31.2% | +17.1% | -48.3% | -36.4% |
| 1Y | -29.6% | +13.2% | -42.7% | -34.3% |
| 3Y | -10.1% | -22.2% | +12.1% | -8.4% |
| 5Y | -24.3% | -10.1% | -14.2% | -28.1% |
| 10Y | +59.3% | +307.0% | -247.7% | -8.3% |
| All | +213.8% | +933.5% | -719.7% | +34.1% |
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