+205.5%
HD vs CVE
+159.5%
+46.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.1% |
| 7D | -2.1% | +2.5% | -4.6% | -2.3% |
| 30D | -8.4% | +16.7% | -25.1% | -10.1% |
| 3M | +4.3% | +9.3% | -4.9% | +2.9% |
| 6M | -11.1% | +43.6% | -54.7% | -15.6% |
| YTD | -4.7% | +93.6% | -98.3% | -13.0% |
| 1Y | -19.8% | +98.8% | -118.6% | -27.3% |
| 3Y | +4.1% | +73.6% | -69.5% | -5.2% |
| 5Y | +10.3% | +312.5% | -302.2% | -12.8% |
| All | +205.5% | +159.5% | +46.1% | +110.5% |
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