-64.7%
HUBS vs CVE
+327.8%
-392.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.5% | -5.4% | -3.3% |
| 7D | -4.3% | +0.2% | -4.4% | -4.3% |
| 30D | +14.2% | +17.5% | -3.2% | +11.5% |
| 3M | +15.5% | +16.2% | -0.7% | +12.4% |
| 6M | -18.9% | +47.8% | -66.7% | -24.4% |
| YTD | -40.1% | +98.5% | -138.6% | -47.5% |
| 1Y | -51.8% | +109.8% | -161.5% | -58.3% |
| 3Y | -55.2% | +75.5% | -130.7% | -61.1% |
| 5Y | -64.7% | +341.6% | -406.3% | -71.6% |
| All | -64.7% | +327.8% | -392.5% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling