+401.7%
HL vs CVE
+72.1%
+329.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.1% |
| 7D | +1.5% | +2.5% | -1.0% | +0.6% |
| 30D | +25.1% | +16.7% | +8.3% | +19.0% |
| 3M | +22.9% | +9.3% | +13.6% | +19.1% |
| 6M | -4.9% | +43.6% | -48.5% | -18.9% |
| YTD | +7.8% | +93.6% | -85.8% | -18.8% |
| 1Y | +133.9% | +98.8% | +35.1% | +72.9% |
| All | +401.7% | +72.1% | +329.6% | +299.3% |
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 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