+99.8%
HST vs CDW
+263.0%
-163.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.2% | +5.3% | +2.6% |
| 7D | +2.0% | -3.9% | +5.9% | +3.8% |
| 30D | -5.2% | +6.9% | -12.1% | -8.9% |
| 3M | -6.2% | +7.7% | -13.9% | -11.6% |
| 6M | +20.4% | +18.3% | +2.1% | +3.9% |
| YTD | +30.6% | +7.8% | +22.9% | +18.0% |
| 1Y | +37.4% | -12.2% | +49.5% | +38.2% |
| 3Y | +66.1% | -28.9% | +95.1% | +83.4% |
| 5Y | +73.7% | -22.8% | +96.5% | +77.4% |
| 10Y | +99.8% | +266.1% | -166.3% | -1.5% |
| All | +99.8% | +263.0% | -163.2% | -1.5% |
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