+256.3%
HL vs CVE
+73.1%
+183.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.7% | -7.1% | -5.9% |
| 7D | -7.6% | +4.6% | -12.2% | -8.7% |
| 30D | -17.5% | -12.0% | -5.5% | -15.2% |
| 3M | -26.2% | -3.8% | -22.4% | -26.3% |
| 6M | -35.1% | -2.7% | -32.3% | -35.8% |
| YTD | -30.4% | +73.6% | -104.0% | -46.1% |
| 1Y | -14.0% | +62.0% | -76.0% | -31.5% |
| All | +256.3% | +73.1% | +183.2% | +179.8% |
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 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