+137.7%
HST vs CVE
+137.5%
+0.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.7% | -2.9% | -4.9% |
| 7D | -4.2% | -14.1% | +9.9% | -0.3% |
| 30D | +9.6% | -11.6% | +21.2% | +13.0% |
| 3M | -1.1% | 0.0% | -1.2% | -1.9% |
| 6M | +21.1% | -8.4% | +29.5% | +22.1% |
| YTD | +47.1% | +65.9% | -18.8% | +23.7% |
| 1Y | +64.0% | +69.4% | -5.4% | +36.9% |
| 3Y | +77.1% | +55.9% | +21.2% | +47.5% |
| 5Y | +71.8% | +146.2% | -74.4% | +19.9% |
| All | +137.7% | +137.5% | +0.1% | +26.4% |
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