+256.9%
HL vs CDW
+300.6%
-43.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.8% | -9.0% | -3.3% |
| 7D | -4.4% | +0.9% | -5.3% | -4.7% |
| 30D | +9.3% | +13.1% | -3.8% | +5.4% |
| 3M | +32.0% | +19.7% | +12.3% | +23.5% |
| 6M | -6.4% | +30.7% | -37.2% | -17.0% |
| YTD | +3.1% | +14.7% | -11.6% | -4.6% |
| 1Y | +77.6% | -5.3% | +82.9% | +75.4% |
| 3Y | +392.8% | -23.8% | +416.7% | +414.5% |
| 5Y | +234.1% | -16.8% | +250.9% | +230.1% |
| All | +256.9% | +300.6% | -43.7% | +163.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling