+33,829.3%
HD vs CDE
-93.1%
+33,922.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.4% | +0.2% |
| 7D | +1.5% | -9.6% | +11.2% | +1.9% |
| 30D | +18.0% | -6.7% | +24.7% | +18.2% |
| 3M | +2.8% | -24.2% | +27.0% | +3.7% |
| 6M | +17.0% | -29.1% | +46.1% | +18.1% |
| YTD | +3.5% | -21.5% | +25.0% | +3.7% |
| 1Y | -2.6% | -7.4% | +4.8% | -3.1% |
| 3Y | +30.7% | +596.3% | -565.6% | +19.0% |
| 5Y | +6.2% | +95.7% | -89.5% | -0.5% |
| 10Y | +242.7% | +53.0% | +189.7% | +212.2% |
| All | +33,829.3% | -93.1% | +33,922.4% | +28,310.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling