+135.5%
HL vs CVE
+132.7%
+2.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.3% | -7.6% | -7.3% |
| 7D | +8.2% | -10.0% | +18.2% | +11.0% |
| 30D | -16.3% | -11.9% | -4.4% | -13.8% |
| 3M | -18.6% | -5.9% | -12.6% | -17.9% |
| 6M | -23.2% | -1.6% | -21.6% | -24.3% |
| YTD | -25.5% | +66.3% | -91.8% | -37.8% |
| 1Y | -4.8% | +57.5% | -62.3% | -19.3% |
| 3Y | +281.4% | +65.4% | +216.0% | +213.7% |
| 5Y | +137.8% | +144.2% | -6.3% | +72.9% |
| 10Y | +135.5% | +135.5% | 0.0% | +42.7% |
| All | +135.5% | +132.7% | +2.8% | +42.7% |
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