+12.1%
HLT vs CDW
-5.0%
+17.1%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -1.0% |
| 7D | -3.3% | +3.2% | -6.5% | -3.3% |
| 30D | -4.1% | +9.3% | -13.4% | -4.1% |
| 3M | -7.9% | +9.8% | -17.7% | -8.2% |
| 6M | +2.2% | +23.3% | -21.2% | -0.4% |
| YTD | +8.5% | +13.7% | -5.2% | +6.4% |
| 1Y | +12.1% | -6.5% | +18.6% | +8.2% |
| All | +12.1% | -5.0% | +17.1% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling