+304.9%
HUBS vs CVE
+177.3%
+127.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | -12.4% | +1.6% | -14.0% | -12.7% |
| 30D | +1.4% | +11.7% | -10.4% | -0.7% |
| 3M | +16.0% | +18.2% | -2.2% | +11.8% |
| 6M | -17.0% | +48.8% | -65.8% | -23.7% |
| YTD | -44.3% | +99.4% | -143.7% | -52.0% |
| 1Y | -54.3% | +97.9% | -152.2% | -60.6% |
| 3Y | -58.4% | +76.3% | -134.6% | -64.1% |
| 5Y | -66.7% | +344.6% | -411.3% | -76.8% |
| All | +304.9% | +177.3% | +127.6% | +156.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling