+396.0%
HPE vs CDE
+196.4%
+199.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.2% | +11.3% | +12.3% |
| 7D | +19.4% | -3.1% | +22.5% | +19.9% |
| 30D | +5.6% | +9.5% | -3.9% | +4.2% |
| 3M | +33.1% | +25.5% | +7.6% | +28.6% |
| 6M | +192.5% | -7.9% | +200.4% | +191.2% |
| YTD | +160.9% | +15.6% | +145.4% | +151.6% |
| 1Y | +155.0% | +34.0% | +120.9% | +138.9% |
| 3Y | +289.4% | +791.9% | -502.5% | +183.1% |
| All | +396.0% | +196.4% | +199.6% | +292.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling