+621.7%
HPE vs CDW
+297.0%
+324.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -3.9% |
| 7D | -0.6% | +3.2% | -3.8% | -2.3% |
| 30D | -2.3% | +9.3% | -11.6% | -7.7% |
| 3M | -2.9% | +9.8% | -12.7% | -9.8% |
| 6M | +143.6% | +23.3% | +120.2% | +104.9% |
| YTD | +118.5% | +13.7% | +104.9% | +93.1% |
| 1Y | +129.2% | -6.5% | +135.7% | +127.0% |
| 3Y | +212.5% | -25.2% | +237.8% | +246.3% |
| 5Y | +286.9% | -19.5% | +306.4% | +300.5% |
| 10Y | +432.3% | +285.8% | +146.5% | +129.2% |
| All | +621.7% | +297.0% | +324.7% | +187.7% |
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 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