+636.8%
HLT vs CDW
+641.5%
-4.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.4% |
| 7D | -1.5% | -4.2% | +2.8% | +0.2% |
| 30D | -1.2% | +4.9% | -6.1% | -3.6% |
| 3M | -10.3% | +7.3% | -17.6% | -14.6% |
| 6M | +1.3% | +19.2% | -17.9% | -10.7% |
| YTD | +7.0% | +6.2% | +0.8% | -1.1% |
| 1Y | +11.9% | -14.0% | +25.9% | +13.3% |
| 3Y | +100.7% | -30.0% | +130.6% | +117.9% |
| 5Y | +147.5% | -23.6% | +171.1% | +152.4% |
| 10Y | +586.5% | +269.4% | +317.1% | +256.5% |
| All | +636.8% | +641.5% | -4.7% | +246.3% |
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 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