+137.9%
HST vs CDW
+325.6%
-187.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.8% | -2.2% | +0.4% |
| 7D | -1.1% | +9.3% | -10.4% | -5.5% |
| 30D | +11.6% | +15.8% | -4.2% | +3.5% |
| 3M | +9.5% | +21.8% | -12.3% | -2.2% |
| 6M | +18.9% | +58.8% | -39.8% | -10.0% |
| YTD | +51.0% | +22.8% | +28.2% | +26.7% |
| 1Y | +53.0% | +17.9% | +35.1% | +31.2% |
| 3Y | +87.5% | -17.4% | +104.9% | +90.2% |
| 5Y | +76.7% | -5.7% | +82.4% | +61.0% |
| 10Y | +137.9% | +319.5% | -181.6% | +13.2% |
| All | +137.9% | +325.6% | -187.7% | +13.2% |
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