+137.8%
HL vs CDW
-2.4%
+140.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.9% | -10.2% | -7.9% |
| 7D | +8.2% | +13.1% | -4.9% | +5.4% |
| 30D | -16.3% | +19.1% | -35.4% | -19.4% |
| 3M | -18.6% | +24.7% | -43.3% | -22.5% |
| 6M | -23.2% | +63.4% | -86.5% | -32.6% |
| YTD | -25.5% | +26.3% | -51.8% | -31.2% |
| 1Y | -4.8% | +20.6% | -25.4% | -10.3% |
| 3Y | +281.4% | -16.3% | +297.7% | +301.1% |
| 5Y | +137.8% | -3.9% | +141.8% | +114.3% |
| All | +137.8% | -2.4% | +140.2% | +114.3% |
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 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