+82.3%
HST vs CDW
-4.0%
+86.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +3.6% | +9.3% | -5.8% | +0.4% |
| 30D | +11.2% | +14.4% | -3.1% | +5.8% |
| 3M | +13.1% | +21.4% | -8.3% | +4.4% |
| 6M | +23.9% | +72.8% | -48.9% | -3.2% |
| YTD | +52.3% | +28.0% | +24.3% | +32.0% |
| 1Y | +56.7% | +19.3% | +37.3% | +40.7% |
| 3Y | +87.5% | -15.3% | +102.8% | +93.4% |
| All | +82.3% | -4.0% | +86.3% | +60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling