+137.6%
HST vs CDW
+303.2%
-165.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.4% |
| 7D | -2.7% | +2.1% | -4.8% | -4.0% |
| 30D | +10.7% | +14.7% | -4.0% | +3.0% |
| 3M | +6.3% | +11.1% | -4.9% | -0.9% |
| 6M | +19.0% | +45.6% | -26.6% | -6.1% |
| YTD | +47.0% | +17.1% | +29.9% | +26.2% |
| 1Y | +53.4% | +13.2% | +40.3% | +34.1% |
| 3Y | +78.0% | -22.2% | +100.2% | +86.0% |
| 5Y | +71.7% | -10.1% | +81.8% | +60.0% |
| All | +137.6% | +303.2% | -165.6% | +19.2% |
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