+1,524.1%
HWM vs CVE
+136.1%
+1,388.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.7% |
| 7D | +3.4% | -16.1% | +19.5% | +8.7% |
| 30D | -7.5% | -10.4% | +2.8% | -4.8% |
| 3M | -28.9% | -2.4% | -26.5% | -28.9% |
| 6M | -19.6% | -4.4% | -15.2% | -20.0% |
| YTD | +0.6% | +64.9% | -64.3% | -16.8% |
| 1Y | +0.3% | +66.0% | -65.7% | -17.4% |
| 3Y | +326.1% | +57.7% | +268.5% | +245.3% |
| 5Y | +525.2% | +144.7% | +380.4% | +315.9% |
| All | +1,524.1% | +136.1% | +1,388.0% | +704.4% |
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