+7.8%
HD vs CVE
+148.3%
-140.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -1.4% |
| 7D | +6.4% | -14.1% | +20.4% | +7.1% |
| 30D | +22.1% | -11.6% | +33.7% | +22.6% |
| 3M | -0.2% | 0.0% | -0.2% | -0.6% |
| 6M | +12.6% | -8.4% | +21.0% | +12.7% |
| YTD | +3.9% | +65.9% | -62.0% | -2.6% |
| 1Y | -3.7% | +69.4% | -73.2% | -10.1% |
| 3Y | +27.9% | +55.9% | -28.1% | +18.4% |
| 5Y | +7.8% | +146.2% | -138.3% | -5.8% |
| All | +7.8% | +148.3% | -140.5% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling