+203.4%
HD vs CDE
+59.7%
+143.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.3% |
| 7D | -3.9% | -6.1% | +2.2% | -3.4% |
| 30D | -13.1% | +9.5% | -22.6% | -13.9% |
| 3M | -3.4% | +32.0% | -35.4% | -6.0% |
| 6M | -12.6% | -12.8% | +0.2% | -12.4% |
| YTD | -9.2% | +14.2% | -23.4% | -11.5% |
| 1Y | -23.9% | +36.3% | -60.2% | -27.5% |
| 3Y | +0.4% | +821.4% | -821.0% | -21.5% |
| 5Y | +4.5% | +194.3% | -189.7% | -13.2% |
| All | +203.4% | +59.7% | +143.7% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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