+6.2%
HD vs CDE
+198.6%
-192.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.7% | -1.2% |
| 7D | -1.8% | -2.0% | +0.1% | -1.7% |
| 30D | -10.8% | +15.7% | -26.5% | -11.9% |
| 3M | -2.7% | +30.5% | -33.2% | -5.0% |
| 6M | -10.3% | -7.4% | -2.9% | -10.6% |
| YTD | -7.8% | +17.9% | -25.7% | -10.2% |
| 1Y | -23.1% | +46.7% | -69.8% | -27.0% |
| 3Y | +2.0% | +851.3% | -849.3% | -20.3% |
| 5Y | +6.2% | +202.9% | -196.7% | -17.3% |
| All | +6.2% | +198.6% | -192.4% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling