+540.2%
HPE vs CDW
+262.5%
+277.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.6% | +6.0% |
| 7D | +13.6% | -4.2% | +17.9% | +16.1% |
| 30D | +7.7% | +4.9% | +2.9% | +3.9% |
| 3M | +22.4% | +7.3% | +15.1% | +14.3% |
| 6M | +172.6% | +19.2% | +153.4% | +132.4% |
| YTD | +147.5% | +6.2% | +141.3% | +126.4% |
| 1Y | +151.8% | -14.0% | +165.8% | +161.1% |
| 3Y | +267.1% | -30.0% | +297.0% | +320.8% |
| 5Y | +362.8% | -23.6% | +386.3% | +390.7% |
| 10Y | +540.2% | +269.4% | +270.8% | +198.7% |
| All | +540.2% | +262.5% | +277.7% | +198.7% |
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