+2.9%
HAL vs CVE
+159.5%
-156.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | +0.3% |
| 7D | +2.9% | +2.5% | +0.4% | +1.2% |
| 30D | +17.0% | +16.7% | +0.3% | +5.3% |
| 3M | -9.7% | +9.3% | -18.9% | -15.5% |
| 6M | +8.6% | +43.6% | -35.0% | -16.0% |
| YTD | +33.0% | +93.6% | -60.6% | -16.9% |
| 1Y | +68.3% | +98.8% | -30.4% | +2.7% |
| 3Y | +0.1% | +73.6% | -73.5% | -34.0% |
| 5Y | +102.6% | +312.5% | -209.8% | -25.1% |
| All | +2.9% | +159.5% | -156.6% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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