+301.3%
HUT vs CVE
+54.6%
+246.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.7% | -3.4% | -4.5% |
| 7D | -30.8% | -14.1% | -16.8% | -23.7% |
| 30D | -50.2% | -11.6% | -38.6% | -46.2% |
| 3M | -50.5% | 0.0% | -50.5% | -51.3% |
| 6M | -42.9% | -8.4% | -34.5% | -41.5% |
| YTD | 0.0% | +65.9% | -65.9% | -35.7% |
| 1Y | -2.2% | +69.4% | -71.6% | -38.0% |
| All | +301.3% | +54.6% | +246.7% | +122.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling