+242.9%
HL vs CVE
+161.7%
+81.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.1% |
| 7D | +1.5% | +2.5% | -1.0% | +0.7% |
| 30D | +25.1% | +16.7% | +8.3% | +19.3% |
| 3M | +22.9% | +9.3% | +13.6% | +18.9% |
| 6M | -4.9% | +43.6% | -48.5% | -16.3% |
| YTD | +7.8% | +93.6% | -85.8% | -13.3% |
| 1Y | +133.9% | +98.8% | +35.1% | +86.0% |
| 3Y | +380.9% | +73.6% | +307.3% | +291.9% |
| 5Y | +230.2% | +312.5% | -82.3% | +108.6% |
| All | +242.9% | +161.7% | +81.2% | +107.3% |
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