+260.9%
HD vs CVE
+137.5%
+123.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -1.3% |
| 7D | +6.4% | -14.1% | +20.4% | +8.0% |
| 30D | +22.1% | -11.6% | +33.7% | +23.4% |
| 3M | -0.2% | 0.0% | -0.2% | -0.6% |
| 6M | +12.6% | -8.4% | +21.0% | +12.8% |
| YTD | +3.9% | +65.9% | -62.0% | -3.8% |
| 1Y | -3.7% | +69.4% | -73.2% | -11.3% |
| 3Y | +27.9% | +55.9% | -28.1% | +17.4% |
| 5Y | +7.8% | +146.2% | -138.3% | -9.0% |
| All | +260.9% | +137.5% | +123.4% | +147.7% |
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