+249.3%
HL vs CDW
-23.8%
+273.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.2% |
| 7D | +0.4% | -4.2% | +4.6% | +1.2% |
| 30D | +18.8% | +4.9% | +14.0% | +17.5% |
| 3M | +43.7% | +7.3% | +36.4% | +39.9% |
| 6M | -1.0% | +19.2% | -20.2% | -8.5% |
| YTD | +8.7% | +6.2% | +2.5% | +4.4% |
| 1Y | +105.0% | -14.0% | +119.0% | +111.7% |
| 3Y | +427.3% | -30.0% | +457.3% | +475.6% |
| 5Y | +249.3% | -23.6% | +272.9% | +231.4% |
| All | +249.3% | -23.8% | +273.1% | +231.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling