-18.4%
HAL vs CVE
+137.5%
-155.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.5% | -1.4% |
| 7D | -11.1% | -14.1% | +3.0% | -1.8% |
| 30D | -2.4% | -11.6% | +9.2% | +5.6% |
| 3M | +0.8% | 0.0% | +0.7% | -0.1% |
| 6M | -22.8% | -8.4% | -14.4% | -19.4% |
| YTD | +14.5% | +65.9% | -51.4% | -21.2% |
| 1Y | +20.2% | +69.4% | -49.2% | -18.7% |
| 3Y | -15.2% | +55.9% | -71.1% | -40.4% |
| 5Y | +42.5% | +146.2% | -103.6% | -26.4% |
| All | -18.4% | +137.5% | -155.9% | -69.1% |
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