+156.1%
HPQ vs CDW
+312.7%
-156.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.3% | +2.1% |
| 7D | +3.2% | +9.3% | -6.2% | -2.3% |
| 30D | -3.6% | +14.4% | -18.0% | -11.3% |
| 3M | -5.3% | +21.4% | -26.7% | -16.7% |
| 6M | +41.1% | +72.8% | -31.7% | -0.5% |
| YTD | +36.9% | +28.0% | +8.8% | +11.7% |
| 1Y | +23.5% | +19.3% | +4.2% | +5.6% |
| 3Y | +19.6% | -15.3% | +34.9% | +23.2% |
| 5Y | +11.4% | -3.8% | +15.2% | +4.1% |
| All | +156.1% | +312.7% | -156.6% | +22.2% |
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