+563.1%
HPE vs CDE
+61.6%
+501.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.2% | +11.3% | +12.3% |
| 7D | +19.4% | -3.1% | +22.5% | +19.8% |
| 30D | +5.6% | +9.5% | -3.9% | +4.5% |
| 3M | +33.1% | +25.5% | +7.6% | +29.4% |
| 6M | +192.5% | -7.9% | +200.4% | +191.8% |
| YTD | +160.9% | +15.6% | +145.4% | +153.4% |
| 1Y | +155.0% | +34.0% | +120.9% | +142.1% |
| 3Y | +289.4% | +791.9% | -502.5% | +200.4% |
| 5Y | +395.7% | +197.7% | +197.9% | +305.0% |
| All | +563.1% | +61.6% | +501.5% | +432.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling