+1,490.9%
HWM vs CVE
+147.6%
+1,343.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.9% |
| 7D | +11.1% | +4.6% | +6.5% | +9.7% |
| 30D | +3.0% | -12.0% | +15.0% | +6.6% |
| 3M | -20.7% | -3.8% | -16.9% | -20.3% |
| 6M | -17.2% | -2.7% | -14.5% | -17.9% |
| YTD | +9.1% | +73.6% | -64.5% | -11.2% |
| 1Y | +9.0% | +62.0% | -53.0% | -9.4% |
| 3Y | +353.8% | +72.7% | +281.1% | +257.6% |
| 5Y | +608.0% | +153.9% | +454.1% | +366.0% |
| All | +1,490.9% | +147.6% | +1,343.3% | +678.6% |
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 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