+722.6%
HUBS vs CVE
+61.7%
+660.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.7% |
| 7D | -5.0% | +2.5% | -7.5% | -5.5% |
| 30D | -1.0% | +16.7% | -17.8% | -4.1% |
| 3M | +12.4% | +9.3% | +3.1% | +9.8% |
| 6M | -11.1% | +43.6% | -54.7% | -18.0% |
| YTD | -38.3% | +93.6% | -131.9% | -46.8% |
| 1Y | -46.7% | +98.8% | -145.4% | -54.4% |
| 3Y | -55.1% | +73.6% | -128.7% | -61.3% |
| 5Y | -64.8% | +312.5% | -377.3% | -75.4% |
| 10Y | +334.3% | +161.0% | +173.3% | +178.9% |
| All | +722.6% | +61.7% | +660.9% | +428.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling