+216.7%
CTVA vs HBM
+481.3%
-264.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -4.5% | -3.3% | -1.2% | -4.1% |
| 30D | +11.3% | -4.8% | +16.1% | +11.9% |
| 3M | +12.3% | -0.4% | +12.7% | +11.2% |
| 6M | +7.2% | +17.9% | -10.7% | +1.5% |
| YTD | +26.0% | +33.7% | -7.7% | +15.6% |
| 1Y | +16.0% | +95.6% | -79.6% | -1.8% |
| 3Y | +73.9% | +458.1% | -384.2% | +14.8% |
| 5Y | +103.8% | +329.0% | -225.2% | +34.9% |
| All | +216.7% | +481.3% | -264.6% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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