+116.4%
HPE vs CDE
+0.7%
+115.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +8.7% | -14.4% | -7.4% |
| 7D | -17.0% | +1.1% | -18.1% | -17.2% |
| 30D | -26.7% | -14.5% | -12.2% | -24.5% |
| 3M | -4.1% | -10.1% | +5.9% | -2.7% |
| 6M | +75.4% | -16.9% | +92.3% | +79.2% |
| YTD | +111.0% | -18.1% | +129.2% | +111.1% |
| 1Y | +116.4% | +5.6% | +110.8% | +101.7% |
| All | +116.4% | +0.7% | +115.7% | +101.7% |
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 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