+268.6%
HST vs CVE
+89.9%
+178.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.7% |
| 7D | -1.0% | +2.5% | -3.5% | -1.8% |
| 30D | -12.3% | +16.7% | -29.0% | -16.6% |
| 3M | -6.4% | +9.3% | -15.6% | -9.8% |
| 6M | +15.0% | +43.6% | -28.6% | +0.6% |
| YTD | +30.5% | +93.6% | -63.1% | +3.2% |
| 1Y | +35.7% | +98.8% | -63.1% | +6.0% |
| 3Y | +68.4% | +73.6% | -5.2% | +33.4% |
| 5Y | +73.1% | +312.5% | -239.4% | -2.1% |
| 10Y | +92.7% | +161.0% | -68.3% | +1.7% |
| All | +268.6% | +89.9% | +178.7% | +98.2% |
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