+343.8%
HPE vs CDW
-22.8%
+366.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -5.2% | +12.9% | +10.5% |
| 7D | +10.1% | -3.9% | +14.0% | +12.1% |
| 30D | +5.3% | +6.9% | -1.6% | +0.9% |
| 3M | +12.7% | +7.7% | +5.0% | +5.7% |
| 6M | +167.7% | +18.3% | +149.3% | +130.9% |
| YTD | +135.5% | +7.8% | +127.7% | +114.9% |
| 1Y | +143.4% | -12.2% | +155.6% | +150.5% |
| 3Y | +249.2% | -28.9% | +278.1% | +290.6% |
| 5Y | +343.8% | -22.8% | +366.6% | +350.3% |
| All | +343.8% | -22.8% | +366.6% | +350.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling