+244.6%
HUT vs CVE
+330.8%
-86.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.9% |
| 7D | +34.9% | +4.6% | +30.2% | +32.6% |
| 30D | -25.9% | -12.0% | -13.9% | -21.8% |
| 3M | -31.7% | -3.8% | -27.9% | -31.0% |
| 6M | -42.2% | -2.7% | -39.5% | -42.2% |
| YTD | +34.9% | +73.6% | -38.7% | +6.5% |
| 1Y | +48.5% | +62.0% | -13.5% | +20.7% |
| 3Y | +471.2% | +72.7% | +398.5% | +353.0% |
| 5Y | -18.9% | +153.9% | -172.8% | -45.2% |
| All | +244.6% | +330.8% | -86.2% | +57.0% |
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