-89.4%
CDE vs HST
+1,330.6%
-1,420.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | +0.5% | -1.0% | +1.6% | +0.8% |
| 30D | +21.9% | -12.3% | +34.1% | +26.3% |
| 3M | +14.9% | -6.4% | +21.3% | +17.2% |
| 6M | -10.5% | +15.0% | -25.5% | -13.7% |
| YTD | +19.3% | +30.5% | -11.3% | +11.4% |
| 1Y | +50.8% | +35.7% | +15.1% | +39.2% |
| 3Y | +782.3% | +68.4% | +713.9% | +667.4% |
| 5Y | +191.7% | +73.1% | +118.6% | +151.3% |
| 10Y | +57.6% | +92.7% | -35.1% | +23.8% |
| All | -89.4% | +1,330.6% | -1,420.0% | -93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling