+151.5%
HLT vs CVE
+327.8%
-176.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -2.6% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | -4.1% | +17.5% | -21.6% | -6.7% |
| 3M | -10.6% | +16.2% | -26.8% | -13.2% |
| 6M | +2.0% | +47.8% | -45.7% | -6.2% |
| YTD | +6.1% | +98.5% | -92.3% | -8.7% |
| 1Y | +9.8% | +109.8% | -100.0% | -7.0% |
| 3Y | +99.0% | +75.5% | +23.5% | +70.7% |
| 5Y | +151.5% | +341.6% | -190.1% | +73.1% |
| All | +151.5% | +327.8% | -176.3% | +73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling