+217.2%
HPQ vs CDW
+271.4%
-54.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +1.0% |
| 7D | +3.5% | -7.4% | +10.9% | +8.2% |
| 30D | +13.7% | +5.8% | +7.8% | +9.3% |
| 3M | +33.9% | +10.8% | +23.0% | +23.8% |
| 6M | +80.9% | +21.5% | +59.4% | +53.4% |
| YTD | +52.6% | +6.4% | +46.2% | +40.0% |
| 1Y | +21.2% | -14.8% | +36.0% | +27.7% |
| 3Y | +26.9% | -29.9% | +56.8% | +47.0% |
| 5Y | +41.1% | -22.9% | +64.0% | +51.3% |
| All | +217.2% | +271.4% | -54.2% | +61.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling