+287.9%
HUBS vs CVE
+149.3%
+138.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | +8.3% | +5.9% | +2.4% | +7.2% |
| 30D | -4.0% | -10.9% | +6.9% | -2.1% |
| 3M | -9.7% | -4.5% | -5.2% | -9.2% |
| 6M | +21.4% | -1.0% | +22.3% | +20.6% |
| YTD | -45.9% | +74.7% | -120.6% | -52.2% |
| 1Y | -44.4% | +65.8% | -110.2% | -50.5% |
| 3Y | -49.7% | +73.2% | -122.9% | -56.4% |
| 5Y | -74.2% | +155.6% | -229.8% | -79.8% |
| All | +287.9% | +149.3% | +138.7% | +147.1% |
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