+138.4%
HON vs CDW
+262.5%
-124.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.1% |
| 7D | -0.6% | -4.2% | +3.7% | +0.9% |
| 30D | -15.4% | +4.9% | -20.2% | -17.1% |
| 3M | -9.1% | +7.3% | -16.4% | -12.8% |
| 6M | -17.1% | +19.2% | -36.2% | -25.7% |
| YTD | +1.5% | +6.2% | -4.7% | -5.1% |
| 1Y | -1.3% | -14.0% | +12.7% | +0.4% |
| 3Y | +19.5% | -30.0% | +49.5% | +28.4% |
| 5Y | +3.1% | -23.6% | +26.7% | +3.4% |
| 10Y | +138.4% | +269.4% | -131.0% | +32.5% |
| All | +138.4% | +262.5% | -124.1% | +32.5% |
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 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