+223.1%
HPE vs CDW
-15.4%
+238.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | -0.4% |
| 7D | -9.7% | +13.1% | -22.8% | -14.7% |
| 30D | -34.8% | +19.1% | -53.9% | -39.9% |
| 3M | -12.1% | +24.7% | -36.9% | -21.5% |
| 6M | +53.7% | +63.4% | -9.6% | +18.1% |
| YTD | +101.9% | +26.3% | +75.6% | +72.0% |
| 1Y | +104.3% | +20.6% | +83.7% | +79.1% |
| 3Y | +223.1% | -16.3% | +239.4% | +197.3% |
| All | +223.1% | -15.4% | +238.5% | +197.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling