+137.6%
HST vs CVE
+136.1%
+1.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.1% |
| 7D | -2.7% | -16.1% | +13.4% | +1.9% |
| 30D | +10.7% | -10.4% | +21.1% | +13.7% |
| 3M | +6.3% | -2.4% | +8.6% | +6.2% |
| 6M | +19.0% | -4.4% | +23.4% | +18.5% |
| YTD | +47.0% | +64.9% | -17.9% | +23.9% |
| 1Y | +53.4% | +66.0% | -12.6% | +28.8% |
| 3Y | +78.0% | +57.7% | +20.3% | +47.7% |
| 5Y | +71.7% | +144.7% | -73.0% | +20.1% |
| All | +137.6% | +136.1% | +1.4% | +26.6% |
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