+575.3%
HLT vs CVE
+177.3%
+398.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.2% |
| 7D | -2.6% | +1.6% | -4.2% | -2.9% |
| 30D | -2.6% | +11.7% | -14.4% | -4.8% |
| 3M | -9.4% | +18.2% | -27.6% | -12.8% |
| 6M | +2.7% | +48.8% | -46.1% | -6.5% |
| YTD | +6.8% | +99.4% | -92.6% | -8.9% |
| 1Y | +12.4% | +97.9% | -85.5% | -4.2% |
| 3Y | +100.2% | +76.3% | +23.9% | +70.9% |
| 5Y | +143.7% | +344.6% | -200.9% | +65.6% |
| All | +575.3% | +177.3% | +398.1% | +293.7% |
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