+123.9%
HST vs CDW
+903.1%
-779.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.7% |
| 7D | -1.0% | +3.2% | -4.2% | -2.6% |
| 30D | -12.3% | +9.3% | -21.5% | -16.4% |
| 3M | -6.4% | +9.8% | -16.2% | -12.2% |
| 6M | +15.0% | +23.3% | -8.3% | -1.7% |
| YTD | +30.5% | +13.7% | +16.9% | +15.8% |
| 1Y | +35.7% | -6.5% | +42.1% | +32.4% |
| 3Y | +68.4% | -25.2% | +93.6% | +80.8% |
| 5Y | +73.1% | -19.5% | +92.6% | +74.3% |
| 10Y | +92.7% | +285.8% | -193.1% | -2.6% |
| All | +123.9% | +903.1% | -779.2% | -8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling