+575.2%
HLT vs CDW
+300.6%
+274.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.8% | -7.9% | -3.1% |
| 7D | -1.6% | +0.9% | -2.5% | -2.1% |
| 30D | -5.0% | +13.1% | -18.1% | -10.2% |
| 3M | -10.4% | +19.7% | -30.1% | -18.5% |
| 6M | +3.2% | +30.7% | -27.5% | -12.6% |
| YTD | +6.7% | +14.7% | -8.0% | -4.5% |
| 1Y | +10.3% | -5.3% | +15.6% | +7.3% |
| 3Y | +99.3% | -23.8% | +123.2% | +109.5% |
| 5Y | +143.7% | -16.8% | +160.5% | +139.4% |
| All | +575.2% | +300.6% | +274.7% | +276.8% |
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