+407.9%
HL vs CDW
+1,030.0%
-622.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | -11.1% | +9.3% | -20.5% | -13.2% |
| 30D | -12.1% | +14.4% | -26.4% | -15.1% |
| 3M | -26.1% | +21.4% | -47.5% | -30.0% |
| 6M | -37.7% | +72.8% | -110.5% | -47.4% |
| YTD | -31.7% | +28.0% | -59.7% | -38.4% |
| 1Y | -11.6% | +19.3% | -31.0% | -18.4% |
| 3Y | +249.6% | -15.3% | +264.9% | +252.8% |
| 5Y | +108.5% | -3.8% | +112.3% | +98.6% |
| 10Y | +127.0% | +318.5% | -191.6% | +57.9% |
| All | +407.9% | +1,030.0% | -622.0% | +220.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling