+795.4%
CDE vs HST
+65.5%
+729.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | +2.3% | +2.0% | +0.3% | +1.1% |
| 30D | +18.8% | -5.2% | +24.0% | +22.6% |
| 3M | +23.5% | -6.2% | +29.7% | +28.8% |
| 6M | -8.6% | +20.4% | -29.1% | -17.6% |
| YTD | +16.0% | +30.6% | -14.6% | +0.3% |
| 1Y | +42.1% | +37.4% | +4.7% | +19.0% |
| All | +795.4% | +65.5% | +729.9% | +572.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling