+99.0%
HLT vs CVE
+75.1%
+23.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -2.4% |
| 7D | -2.4% | +0.2% | -2.6% | -2.4% |
| 30D | -4.1% | +17.5% | -21.6% | -5.4% |
| 3M | -10.6% | +16.2% | -26.8% | -11.8% |
| 6M | +2.0% | +47.8% | -45.7% | -3.5% |
| YTD | +6.1% | +98.5% | -92.3% | -4.9% |
| 1Y | +9.8% | +109.8% | -100.0% | -3.0% |
| 3Y | +99.0% | +75.5% | +23.5% | +71.2% |
| All | +99.0% | +75.1% | +23.9% | +71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling