+202.9%
CDE vs HST
+75.9%
+127.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.8% | +1.7% |
| 7D | -2.0% | -0.3% | -1.6% | -1.8% |
| 30D | +15.7% | -2.8% | +18.5% | +17.6% |
| 3M | +30.5% | -6.5% | +37.0% | +36.1% |
| 6M | -7.4% | +20.7% | -28.1% | -16.6% |
| YTD | +17.9% | +30.5% | -12.5% | +1.9% |
| 1Y | +46.7% | +36.8% | +9.9% | +22.9% |
| 3Y | +851.3% | +65.9% | +785.4% | +601.2% |
| 5Y | +202.9% | +73.9% | +129.0% | +114.9% |
| All | +202.9% | +75.9% | +127.1% | +114.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling