+86.3%
HUT vs CVE
+317.2%
-230.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.3% | +7.5% | +6.8% |
| 7D | +17.8% | +2.5% | +15.3% | +16.2% |
| 30D | +0.8% | +16.7% | -15.9% | -7.5% |
| 3M | -26.8% | +9.3% | -36.0% | -30.4% |
| 6M | +72.6% | +43.6% | +29.0% | +37.4% |
| YTD | +103.6% | +93.6% | +10.0% | +37.8% |
| 1Y | +265.3% | +98.8% | +166.5% | +145.6% |
| 3Y | +689.4% | +73.6% | +615.8% | +447.6% |
| All | +86.3% | +317.2% | -230.9% | -9.6% |
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