+56.1%
CDE vs HLT
+590.2%
-534.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -3.1% | -1.6% | -1.5% | -2.5% |
| 30D | +9.5% | -5.0% | +14.5% | +11.8% |
| 3M | +25.5% | -10.4% | +35.9% | +31.2% |
| 6M | -7.9% | +3.2% | -11.1% | -8.7% |
| YTD | +15.6% | +6.7% | +8.8% | +12.7% |
| 1Y | +34.0% | +10.3% | +23.8% | +28.8% |
| 3Y | +791.9% | +99.3% | +692.6% | +586.6% |
| 5Y | +197.7% | +143.7% | +54.0% | +111.3% |
| All | +56.1% | +590.2% | -534.1% | -8.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling