+189.4%
HDB vs CDW
+903.1%
-713.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | +0.4% | +3.2% | -2.7% | -0.5% |
| 30D | -2.8% | +9.3% | -12.1% | -5.5% |
| 3M | -3.5% | +9.8% | -13.3% | -6.8% |
| 6M | -24.7% | +23.3% | -48.1% | -30.9% |
| YTD | -36.6% | +13.7% | -50.2% | -40.5% |
| 1Y | -34.4% | -6.5% | -27.9% | -35.0% |
| 3Y | -24.4% | -25.2% | +0.8% | -21.7% |
| 5Y | -35.4% | -19.5% | -15.9% | -36.1% |
| 10Y | +39.5% | +285.8% | -246.3% | -17.9% |
| All | +189.4% | +903.1% | -713.7% | +25.3% |
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