+285.4%
HUBS vs CVE
+147.6%
+137.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.7% | +4.7% | +6.1% |
| 7D | +5.3% | +4.6% | +0.7% | +4.5% |
| 30D | -2.5% | -12.0% | +9.5% | -0.3% |
| 3M | +2.7% | -3.8% | +6.5% | +3.2% |
| 6M | +20.2% | -2.7% | +22.9% | +19.8% |
| YTD | -46.2% | +73.6% | -119.8% | -52.5% |
| 1Y | -45.3% | +62.0% | -107.3% | -51.1% |
| 3Y | -49.7% | +72.7% | -122.4% | -56.4% |
| 5Y | -74.3% | +153.9% | -228.3% | -80.0% |
| All | +285.4% | +147.6% | +137.8% | +145.8% |
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