+54.3%
CDE vs HST
+109.4%
-55.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.3% |
| 7D | -6.1% | +0.7% | -6.7% | -6.3% |
| 30D | +9.5% | -0.7% | +10.1% | +9.8% |
| 3M | +32.0% | -4.0% | +36.0% | +34.3% |
| 6M | -12.8% | +20.7% | -33.5% | -18.4% |
| YTD | +14.2% | +31.0% | -16.8% | +4.0% |
| 1Y | +36.3% | +36.2% | +0.1% | +22.1% |
| 3Y | +821.4% | +66.6% | +754.8% | +666.2% |
| 5Y | +194.3% | +75.8% | +118.5% | +141.4% |
| All | +54.3% | +109.4% | -55.1% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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