+51.6%
CDE vs HAS
+97.5%
-45.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -2.0% |
| 7D | -9.6% | +1.4% | -11.0% | -10.0% |
| 30D | -6.7% | +26.3% | -33.0% | -14.2% |
| 3M | -24.2% | +25.6% | -49.8% | -30.4% |
| 6M | -29.1% | +30.3% | -59.4% | -36.1% |
| YTD | -21.5% | +50.4% | -71.9% | -32.7% |
| 1Y | -7.4% | +57.7% | -65.1% | -21.9% |
| 3Y | +596.3% | +213.4% | +382.9% | +352.5% |
| 5Y | +95.7% | +49.1% | +46.7% | +60.2% |
| All | +51.6% | +97.5% | -45.9% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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