+5.6%
CDE vs HLT
+46.7%
-41.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +3.5% | +5.2% | +6.3% |
| 7D | +1.1% | +7.7% | -6.6% | -3.7% |
| 30D | -14.5% | +19.1% | -33.6% | -23.9% |
| 3M | -10.1% | +20.7% | -30.8% | -20.8% |
| 6M | -16.9% | +21.0% | -37.9% | -27.2% |
| YTD | -18.1% | +31.3% | -49.4% | -32.6% |
| 1Y | +5.6% | +45.9% | -40.2% | -19.8% |
| All | +5.6% | +46.7% | -41.0% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 1y: compounded portfolio wealth divided by compounded HLT 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…
1y analysis · Full analysis span regression · 6 months rolling