-19.1%
HAL vs CVE
+136.7%
-155.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.2% |
| 7D | -7.9% | -10.1% | +2.2% | -1.2% |
| 30D | -2.1% | -12.1% | +10.0% | +6.3% |
| 3M | +0.4% | -1.9% | +2.3% | +0.8% |
| 6M | -19.2% | -1.8% | -17.4% | -19.6% |
| YTD | +14.4% | +65.8% | -51.4% | -21.2% |
| 1Y | +18.0% | +60.8% | -42.9% | -17.3% |
| 3Y | -9.7% | +70.1% | -79.8% | -40.2% |
| 5Y | +40.1% | +134.8% | -94.6% | -25.4% |
| 10Y | -19.1% | +130.1% | -149.2% | -68.8% |
| All | -19.1% | +136.7% | -155.8% | -68.8% |
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