+144.6%
HST vs CDW
+329.6%
-185.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.9% | -0.3% | +1.2% |
| 7D | +0.6% | +13.1% | -12.5% | -5.4% |
| 30D | +14.5% | +19.1% | -4.6% | +4.7% |
| 3M | +15.4% | +24.7% | -9.3% | +1.9% |
| 6M | +22.0% | +63.4% | -41.4% | -8.9% |
| YTD | +54.9% | +26.3% | +28.5% | +28.2% |
| 1Y | +54.0% | +20.6% | +33.4% | +30.7% |
| 3Y | +90.4% | -16.3% | +106.8% | +92.4% |
| 5Y | +84.2% | -3.9% | +88.2% | +66.7% |
| 10Y | +144.6% | +331.5% | -186.9% | +17.8% |
| All | +144.6% | +329.6% | -185.0% | +17.8% |
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