-89.5%
CDE vs HAL
+598.9%
-688.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.3% |
| 7D | -2.0% | -1.3% | -0.6% | -1.5% |
| 30D | +15.7% | +10.9% | +4.8% | +11.7% |
| 3M | +30.5% | -5.8% | +36.4% | +32.1% |
| 6M | -7.4% | +8.1% | -15.5% | -11.1% |
| YTD | +17.9% | +33.2% | -15.3% | +5.3% |
| 1Y | +46.7% | +74.2% | -27.5% | +17.7% |
| 3Y | +851.3% | -3.7% | +855.0% | +818.2% |
| 5Y | +202.9% | +111.9% | +91.0% | +118.5% |
| 10Y | +58.2% | +7.4% | +50.8% | +21.9% |
| All | -89.5% | +598.9% | -688.4% | -93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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