+677.4%
HLT vs CVE
+149.3%
+528.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +0.7% | +5.9% | -5.2% | -0.4% |
| 30D | +13.7% | -10.9% | +24.6% | +16.0% |
| 3M | +16.3% | -4.5% | +20.9% | +16.8% |
| 6M | +19.9% | -1.0% | +20.9% | +18.8% |
| YTD | +30.1% | +74.7% | -44.7% | +13.3% |
| 1Y | +38.5% | +65.8% | -27.3% | +21.9% |
| 3Y | +131.0% | +73.2% | +57.9% | +97.0% |
| 5Y | +163.7% | +155.6% | +8.1% | +100.2% |
| All | +677.4% | +149.3% | +528.1% | +365.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling