+136.4%
HLT vs CVE
+68.0%
+68.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.5% | +1.7% |
| 7D | +4.4% | -10.0% | +14.4% | +5.1% |
| 30D | +16.3% | -11.9% | +28.1% | +17.2% |
| 3M | +22.2% | -5.9% | +28.1% | +22.3% |
| 6M | +20.0% | -1.6% | +21.6% | +19.3% |
| YTD | +32.4% | +66.3% | -33.9% | +19.3% |
| 1Y | +38.6% | +57.5% | -18.9% | +26.0% |
| 3Y | +136.4% | +65.4% | +71.0% | +104.8% |
| All | +136.4% | +68.0% | +68.4% | +104.8% |
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