+316.9%
HUBS vs CVE
+178.3%
+138.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.4% |
| 7D | -6.2% | +2.0% | -8.2% | -6.6% |
| 30D | +6.6% | +13.2% | -6.6% | +4.1% |
| 3M | +16.4% | +21.7% | -5.2% | +11.6% |
| 6M | -19.7% | +48.4% | -68.1% | -26.2% |
| YTD | -42.6% | +100.1% | -142.7% | -50.6% |
| 1Y | -54.2% | +107.8% | -162.0% | -60.9% |
| 3Y | -57.1% | +76.9% | -134.0% | -63.0% |
| 5Y | -66.2% | +346.2% | -412.5% | -76.5% |
| All | +316.9% | +178.3% | +138.7% | +164.2% |
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 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