+133.9%
HL vs CDW
-5.0%
+138.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.6% |
| 7D | +1.5% | +3.2% | -1.7% | +1.7% |
| 30D | +25.1% | +9.3% | +15.8% | +25.7% |
| 3M | +22.9% | +9.8% | +13.1% | +23.8% |
| 6M | -4.9% | +23.3% | -28.2% | -4.6% |
| YTD | +7.8% | +13.7% | -5.8% | +12.7% |
| 1Y | +133.9% | -6.5% | +140.4% | +154.0% |
| All | +133.9% | -5.0% | +138.9% | +154.0% |
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