+134.4%
HL vs CDW
+315.4%
-181.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.4% |
| 7D | -7.6% | +9.1% | -16.7% | -9.9% |
| 30D | -17.5% | +13.7% | -31.2% | -20.4% |
| 3M | -26.2% | +27.0% | -53.3% | -31.3% |
| 6M | -35.1% | +75.9% | -110.9% | -46.2% |
| YTD | -30.4% | +28.9% | -59.3% | -37.9% |
| 1Y | -14.0% | +19.6% | -33.6% | -21.0% |
| 3Y | +256.3% | -14.6% | +270.9% | +260.1% |
| 5Y | +112.5% | -3.2% | +115.7% | +100.5% |
| All | +134.4% | +315.4% | -181.0% | +64.7% |
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