+1,773.8%
HWM vs CVE
+165.7%
+1,608.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.1% |
| 7D | -2.1% | +2.5% | -4.6% | -2.9% |
| 30D | -11.0% | +16.7% | -27.7% | -15.1% |
| 3M | +4.0% | +9.3% | -5.2% | +0.4% |
| 6M | -0.2% | +43.6% | -43.8% | -12.6% |
| YTD | +26.7% | +93.6% | -66.9% | +0.4% |
| 1Y | +44.7% | +98.8% | -54.0% | +13.2% |
| 3Y | +426.1% | +73.6% | +352.5% | +316.4% |
| 5Y | +738.5% | +312.5% | +426.0% | +371.3% |
| All | +1,773.8% | +165.7% | +1,608.1% | +793.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling