+73.2%
CVE vs HBM
+455.0%
-381.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | +2.5% | -6.4% | +8.9% | +3.6% |
| 30D | +16.7% | +5.9% | +10.8% | +15.1% |
| 3M | +9.3% | -8.9% | +18.2% | +10.3% |
| 6M | +43.6% | +10.7% | +32.9% | +37.0% |
| YTD | +93.6% | +38.3% | +55.3% | +71.5% |
| 1Y | +98.8% | +121.3% | -22.6% | +50.9% |
| All | +73.2% | +455.0% | -381.9% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 3y: compounded portfolio wealth divided by compounded HBM 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…
3y analysis · Full analysis span regression · 6 months rolling