+147.9%
HL vs CVE
+143.5%
+4.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.9% |
| 7D | -5.6% | +0.1% | -5.6% | -5.6% |
| 30D | -16.2% | -10.8% | -5.3% | -14.0% |
| 3M | -20.5% | -4.3% | -16.1% | -20.2% |
| 6M | -31.7% | -1.5% | -30.2% | -32.7% |
| YTD | -26.4% | +70.7% | -97.1% | -39.0% |
| 1Y | -4.3% | +58.1% | -62.4% | -19.0% |
| 3Y | +276.9% | +69.8% | +207.0% | +207.7% |
| 5Y | +124.1% | +148.9% | -24.9% | +62.0% |
| All | +147.9% | +143.5% | +4.4% | +49.5% |
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