+255.0%
HL vs CVE
+53.7%
+201.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.1% |
| 7D | +8.9% | -16.1% | +25.1% | +13.5% |
| 30D | -10.1% | -10.4% | +0.3% | -8.3% |
| 3M | -7.0% | -2.4% | -4.7% | -7.8% |
| 6M | -18.8% | -4.4% | -14.3% | -19.6% |
| YTD | -23.1% | +64.9% | -88.1% | -39.7% |
| 1Y | +8.9% | +66.0% | -57.1% | -15.0% |
| 3Y | +255.0% | +57.7% | +197.4% | +182.9% |
| All | +255.0% | +53.7% | +201.3% | +182.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling