+155.0%
HPE vs CDE
+40.5%
+114.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.2% | +11.3% | +12.3% |
| 7D | +19.4% | -3.1% | +22.5% | +20.0% |
| 30D | +5.6% | +9.5% | -3.9% | +4.1% |
| 3M | +33.1% | +25.5% | +7.6% | +27.5% |
| 6M | +192.5% | -7.9% | +200.4% | +186.9% |
| YTD | +160.9% | +15.6% | +145.4% | +151.7% |
| 1Y | +155.0% | +34.0% | +120.9% | +125.9% |
| All | +155.0% | +40.5% | +114.4% | +125.9% |
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