+153.6%
HL vs CVE
+62.8%
+90.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.6% | -2.4% |
| 7D | 0.0% | -14.1% | +14.1% | +4.9% |
| 30D | -15.5% | -11.6% | -3.9% | -12.4% |
| 3M | -12.6% | 0.0% | -12.7% | -13.7% |
| 6M | -15.2% | -8.4% | -6.8% | -14.7% |
| YTD | -24.7% | +65.9% | -90.6% | -39.8% |
| 1Y | +19.4% | +69.4% | -50.0% | -5.4% |
| 3Y | +236.8% | +55.9% | +180.9% | +169.1% |
| 5Y | +146.5% | +146.2% | +0.4% | +60.9% |
| 10Y | +133.7% | +140.6% | -6.9% | +26.1% |
| All | +153.6% | +62.8% | +90.8% | +47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling