+192.7%
HUT vs CVE
+309.3%
-116.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -0.6% | +15.2% | +14.8% |
| 7D | -11.4% | -16.1% | +4.8% | -4.5% |
| 30D | -41.0% | -10.4% | -30.7% | -38.4% |
| 3M | -41.9% | -2.4% | -39.6% | -41.7% |
| 6M | -51.7% | -4.4% | -47.2% | -51.3% |
| YTD | +14.6% | +64.9% | -50.3% | -7.8% |
| 1Y | +21.4% | +66.0% | -44.6% | -2.3% |
| 3Y | +359.8% | +57.7% | +302.2% | +276.2% |
| 5Y | -27.5% | +144.7% | -172.2% | -50.2% |
| All | +192.7% | +309.3% | -116.5% | +35.9% |
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