+705.6%
HLT vs CVE
+144.4%
+561.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.4% | -1.3% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +15.1% | -10.8% | +25.9% | +17.3% |
| 3M | +19.8% | -4.3% | +24.2% | +20.3% |
| 6M | +19.6% | -1.5% | +21.0% | +18.5% |
| YTD | +31.4% | +70.7% | -39.3% | +15.0% |
| 1Y | +38.0% | +58.1% | -20.1% | +22.7% |
| 3Y | +134.7% | +69.8% | +64.8% | +100.8% |
| 5Y | +166.2% | +148.9% | +17.2% | +103.2% |
| 10Y | +705.6% | +143.5% | +562.0% | +385.3% |
| All | +705.6% | +144.4% | +561.2% | +385.3% |
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 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