+1,484.3%
HWM vs CVE
+137.5%
+1,346.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.7% | -3.2% | -5.1% |
| 7D | -2.4% | -14.1% | +11.6% | +1.8% |
| 30D | -13.3% | -11.6% | -1.6% | -10.3% |
| 3M | -31.0% | 0.0% | -31.1% | -31.5% |
| 6M | -17.1% | -8.4% | -8.8% | -16.6% |
| YTD | -1.9% | +65.9% | -67.8% | -19.0% |
| 1Y | -2.4% | +69.4% | -71.8% | -20.2% |
| 3Y | +322.2% | +55.9% | +266.3% | +243.4% |
| 5Y | +509.8% | +146.2% | +363.7% | +305.0% |
| All | +1,484.3% | +137.5% | +1,346.7% | +683.4% |
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