+599.2%
HPE vs CDW
+350.9%
+248.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.6% | +3.6% |
| 7D | +0.3% | +2.6% | -2.2% | -0.8% |
| 30D | -28.6% | +20.4% | -48.9% | -36.3% |
| 3M | -7.4% | +28.5% | -35.8% | -21.4% |
| 6M | +63.7% | +70.6% | -6.9% | +15.4% |
| YTD | +111.7% | +29.1% | +82.6% | +71.2% |
| 1Y | +123.5% | +23.8% | +99.7% | +85.7% |
| 3Y | +238.7% | -14.5% | +253.2% | +242.0% |
| 5Y | +261.0% | -1.6% | +262.6% | +227.4% |
| 10Y | +390.2% | +322.0% | +68.2% | +97.4% |
| All | +599.2% | +350.9% | +248.3% | +155.1% |
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