+1,523.0%
HWM vs CVE
+136.1%
+1,386.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.6% |
| 7D | +3.3% | -16.1% | +19.4% | +8.6% |
| 30D | -7.6% | -10.4% | +2.8% | -4.9% |
| 3M | -28.9% | -2.4% | -26.6% | -28.9% |
| 6M | -19.7% | -4.4% | -15.2% | -20.1% |
| YTD | +0.5% | +64.9% | -64.4% | -16.9% |
| 1Y | +0.3% | +66.0% | -65.8% | -17.5% |
| 3Y | +325.8% | +57.7% | +268.2% | +245.1% |
| 5Y | +524.7% | +144.7% | +380.0% | +315.6% |
| All | +1,523.0% | +136.1% | +1,386.8% | +703.9% |
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