+75.6%
HST vs CVE
+73.4%
+2.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.6% | +8.9% | +1.0% |
| 7D | +3.3% | -12.1% | +15.4% | +2.8% |
| 30D | +16.4% | -9.8% | +26.1% | +15.9% |
| 3M | +5.5% | -0.7% | +6.2% | +5.5% |
| 6M | +31.1% | -4.3% | +35.5% | +31.4% |
| YTD | +55.9% | +70.6% | -14.7% | +39.1% |
| 1Y | +75.6% | +73.2% | +2.5% | +55.7% |
| All | +75.6% | +73.4% | +2.3% | +55.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling