-2.6%
HD vs CDE
-12.1%
+9.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.4% | +0.3% |
| 7D | +1.5% | -9.6% | +11.2% | +2.4% |
| 30D | +18.0% | -6.7% | +24.7% | +18.4% |
| 3M | +2.8% | -24.2% | +27.0% | +4.9% |
| 6M | +17.0% | -29.1% | +46.1% | +19.4% |
| YTD | +3.5% | -21.5% | +25.0% | +3.9% |
| 1Y | -2.6% | -7.4% | +4.8% | -3.8% |
| All | -2.6% | -12.1% | +9.5% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling