+610.8%
HBAN vs CVE
+61.8%
+549.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -2.0% | -16.1% | +14.2% | +3.1% |
| 30D | +2.0% | -10.4% | +12.4% | +5.0% |
| 3M | -10.0% | -2.4% | -7.6% | -10.0% |
| 6M | -5.3% | -4.4% | -0.8% | -5.5% |
| YTD | -8.2% | +64.9% | -73.2% | -23.9% |
| 1Y | +4.2% | +66.0% | -61.8% | -13.9% |
| 3Y | +66.7% | +57.7% | +9.0% | +36.4% |
| 5Y | +21.7% | +144.7% | -123.0% | -17.8% |
| 10Y | +131.2% | +139.2% | -8.1% | +25.8% |
| All | +610.8% | +61.8% | +549.0% | +313.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling