+67.5%
HST vs CVE
+72.1%
-4.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | -1.0% | +2.5% | -3.5% | -1.5% |
| 30D | -12.3% | +16.7% | -29.0% | -15.0% |
| 3M | -6.4% | +9.3% | -15.6% | -8.3% |
| 6M | +15.0% | +43.6% | -28.6% | +4.2% |
| YTD | +30.5% | +93.6% | -63.1% | +8.3% |
| 1Y | +35.7% | +98.8% | -63.1% | +11.4% |
| All | +67.5% | +72.1% | -4.5% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling