+597.9%
HPE vs CDW
+350.2%
+247.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +13.6% | +9.1% | +4.5% | +8.3% |
| 30D | -27.1% | +13.7% | -40.8% | -32.8% |
| 3M | -14.5% | +27.0% | -41.5% | -27.0% |
| 6M | +66.9% | +75.9% | -8.9% | +15.6% |
| YTD | +111.3% | +28.9% | +82.4% | +71.1% |
| 1Y | +117.5% | +19.6% | +97.9% | +84.6% |
| 3Y | +238.1% | -14.6% | +252.7% | +241.7% |
| 5Y | +292.4% | -3.2% | +295.5% | +259.7% |
| 10Y | +389.3% | +321.3% | +68.0% | +97.3% |
| All | +597.9% | +350.2% | +247.8% | +154.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling