+138.4%
HLT vs CDW
-17.6%
+156.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.8% | -7.9% | -2.4% |
| 7D | -1.6% | +0.9% | -2.5% | -2.0% |
| 30D | -5.0% | +13.1% | -18.1% | -9.1% |
| 3M | -10.4% | +19.7% | -30.1% | -16.9% |
| 6M | +3.2% | +30.7% | -27.5% | -10.4% |
| YTD | +6.7% | +14.7% | -8.0% | -2.4% |
| 1Y | +10.3% | -5.3% | +15.6% | +9.6% |
| 3Y | +99.3% | -23.8% | +123.2% | +111.7% |
| All | +138.4% | -17.6% | +156.0% | +136.2% |
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 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