+811.5%
HLT vs CVE
+27.3%
+784.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.5% | +1.7% |
| 7D | +4.4% | -10.0% | +14.4% | +6.4% |
| 30D | +16.3% | -11.9% | +28.1% | +18.8% |
| 3M | +22.2% | -5.9% | +28.1% | +23.0% |
| 6M | +20.0% | -1.6% | +21.6% | +19.0% |
| YTD | +32.4% | +66.3% | -33.9% | +17.1% |
| 1Y | +38.6% | +57.5% | -18.9% | +23.8% |
| 3Y | +136.4% | +65.4% | +71.0% | +104.6% |
| 5Y | +162.8% | +144.2% | +18.6% | +103.8% |
| 10Y | +720.3% | +135.5% | +584.8% | +425.1% |
| All | +811.5% | +27.3% | +784.2% | +494.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling