+646.9%
HLT vs CVE
+48.2%
+598.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | -3.3% | +2.5% | -5.8% | -3.8% |
| 30D | -4.1% | +16.7% | -20.8% | -7.0% |
| 3M | -7.9% | +9.3% | -17.2% | -10.0% |
| 6M | +2.2% | +43.6% | -41.4% | -6.1% |
| YTD | +8.5% | +93.6% | -85.1% | -6.5% |
| 1Y | +12.1% | +98.8% | -86.6% | -4.1% |
| 3Y | +107.6% | +73.6% | +34.0% | +78.6% |
| 5Y | +156.4% | +312.5% | -156.1% | +79.3% |
| 10Y | +566.3% | +161.0% | +405.2% | +318.4% |
| All | +646.9% | +48.2% | +598.7% | +375.0% |
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