-89.7%
CDE vs HL
+54.9%
-144.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +2.0% |
| 7D | -3.1% | -4.4% | +1.2% | -0.1% |
| 30D | +9.5% | +9.3% | +0.2% | +2.9% |
| 3M | +25.5% | +32.0% | -6.5% | +4.6% |
| 6M | -7.9% | -6.4% | -1.5% | -1.4% |
| YTD | +15.6% | +3.1% | +12.4% | +15.2% |
| 1Y | +34.0% | +77.6% | -43.5% | -8.4% |
| 3Y | +791.9% | +392.8% | +399.1% | +216.2% |
| 5Y | +197.7% | +234.1% | -36.4% | +44.8% |
| 10Y | +55.0% | +264.5% | -209.4% | -29.3% |
| All | -89.7% | +54.9% | -144.6% | -97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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