+717.5%
HPE vs CDE
+582.6%
+134.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.5% | +5.0% |
| 7D | +13.6% | -2.0% | +15.6% | +13.9% |
| 30D | +7.7% | +15.7% | -8.0% | +6.0% |
| 3M | +22.4% | +30.5% | -8.1% | +18.8% |
| 6M | +172.6% | -7.4% | +180.0% | +171.7% |
| YTD | +147.5% | +17.9% | +129.6% | +140.3% |
| 1Y | +151.8% | +46.7% | +105.1% | +137.8% |
| 3Y | +267.1% | +851.3% | -584.2% | +185.8% |
| 5Y | +362.8% | +202.9% | +159.8% | +281.6% |
| 10Y | +540.2% | +58.2% | +482.0% | +406.9% |
| All | +717.5% | +582.6% | +134.9% | +496.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling