+155.5%
HUT vs CVE
+311.7%
-156.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.7% | -3.4% | -5.1% |
| 7D | -30.8% | -14.1% | -16.8% | -26.2% |
| 30D | -50.2% | -11.6% | -38.6% | -47.6% |
| 3M | -50.5% | 0.0% | -50.5% | -50.8% |
| 6M | -42.9% | -8.4% | -34.5% | -41.8% |
| YTD | 0.0% | +65.9% | -65.9% | -19.7% |
| 1Y | -2.2% | +69.4% | -71.6% | -22.0% |
| 3Y | +289.4% | +55.9% | +233.5% | +219.8% |
| 5Y | -36.7% | +146.2% | -182.9% | -56.6% |
| All | +155.5% | +311.7% | -156.2% | +18.4% |
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