+129.2%
HPE vs CDE
+54.5%
+74.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.6% | -4.2% |
| 7D | -0.6% | +0.5% | -1.1% | -0.7% |
| 30D | -2.3% | +21.9% | -24.2% | -5.5% |
| 3M | -2.9% | +14.9% | -17.8% | -6.0% |
| 6M | +143.6% | -10.5% | +154.1% | +139.3% |
| YTD | +118.5% | +19.3% | +99.3% | +109.5% |
| 1Y | +129.2% | +50.8% | +78.4% | +104.2% |
| All | +129.2% | +54.5% | +74.7% | +104.2% |
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