-18.6%
HAL vs CVE
+136.1%
-154.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.1% |
| 7D | -12.0% | -16.1% | +4.2% | -1.1% |
| 30D | +0.3% | -10.4% | +10.7% | +7.5% |
| 3M | -1.6% | -2.4% | +0.8% | -0.9% |
| 6M | -20.5% | -4.4% | -16.1% | -19.3% |
| YTD | +14.2% | +64.9% | -50.7% | -21.1% |
| 1Y | +18.9% | +66.0% | -47.2% | -18.5% |
| 3Y | -13.7% | +57.7% | -71.4% | -39.9% |
| 5Y | +42.2% | +144.7% | -102.6% | -26.3% |
| All | -18.6% | +136.1% | -154.7% | -69.0% |
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