+112.8%
HL vs CVE
+158.6%
-45.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.5% | -2.1% |
| 7D | -11.1% | +5.9% | -17.1% | -12.9% |
| 30D | -12.1% | -10.9% | -1.2% | -9.3% |
| 3M | -26.1% | -4.5% | -21.6% | -25.9% |
| 6M | -37.7% | -1.0% | -36.8% | -39.0% |
| YTD | -31.7% | +74.7% | -106.4% | -47.6% |
| 1Y | -11.6% | +65.8% | -77.5% | -30.9% |
| 3Y | +249.6% | +73.2% | +176.5% | +162.2% |
| All | +112.8% | +158.6% | -45.8% | +35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling