+151.8%
HPE vs CDW
-13.5%
+165.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.6% | +5.6% |
| 7D | +13.6% | -4.2% | +17.9% | +15.0% |
| 30D | +7.7% | +4.9% | +2.9% | +5.4% |
| 3M | +22.4% | +7.3% | +15.1% | +17.1% |
| 6M | +172.6% | +19.2% | +153.4% | +139.6% |
| YTD | +147.5% | +6.2% | +141.3% | +129.8% |
| 1Y | +151.8% | -14.0% | +165.8% | +138.2% |
| All | +151.8% | -13.5% | +165.3% | +138.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling