+435.2%
HPE vs CVE
+161.7%
+273.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.2% | -4.1% |
| 7D | -0.6% | +2.5% | -3.1% | -1.2% |
| 30D | -2.3% | +16.7% | -19.0% | -6.2% |
| 3M | -2.9% | +9.3% | -12.1% | -5.5% |
| 6M | +143.6% | +43.6% | +100.0% | +120.1% |
| YTD | +118.5% | +93.6% | +24.9% | +82.6% |
| 1Y | +129.2% | +98.8% | +30.4% | +89.8% |
| 3Y | +212.5% | +73.6% | +138.9% | +162.6% |
| 5Y | +286.9% | +312.5% | -25.6% | +155.4% |
| All | +435.2% | +161.7% | +273.5% | +206.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling