-93.0%
CDE vs HST
+1,569.3%
-1,662.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.2% | -2.2% |
| 7D | -9.6% | +3.6% | -13.2% | -10.5% |
| 30D | -6.7% | +11.2% | -17.9% | -9.3% |
| 3M | -24.2% | +13.1% | -37.3% | -26.7% |
| 6M | -29.1% | +23.9% | -53.0% | -33.0% |
| YTD | -21.5% | +52.3% | -73.8% | -29.7% |
| 1Y | -7.4% | +56.7% | -64.0% | -17.7% |
| 3Y | +596.3% | +87.5% | +508.8% | +488.4% |
| 5Y | +95.7% | +82.8% | +12.9% | +65.8% |
| 10Y | +53.0% | +134.6% | -81.6% | +14.1% |
| All | -93.0% | +1,569.3% | -1,662.3% | -95.8% |
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