+1,887.4%
HD vs CVE
+67.4%
+1,820.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -7.6% | +14.2% | +7.5% |
| 7D | +11.9% | -12.1% | +24.0% | +13.6% |
| 30D | +26.4% | -9.8% | +36.2% | +27.8% |
| 3M | +2.8% | -0.7% | +3.5% | +2.4% |
| 6M | +15.5% | -4.3% | +19.8% | +15.0% |
| YTD | +5.5% | +70.6% | -65.1% | -3.8% |
| 1Y | -4.6% | +73.2% | -77.7% | -13.3% |
| 3Y | +29.9% | +60.3% | -30.5% | +17.4% |
| 5Y | +8.4% | +159.3% | -150.9% | -11.5% |
| 10Y | +275.2% | +147.4% | +127.7% | +167.5% |
| All | +1,887.4% | +67.4% | +1,820.0% | +1,349.8% |
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 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