+43.3%
CTVA vs HBM
+424.8%
-381.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.7% |
| 7D | -20.8% | +2.2% | -23.0% | -20.9% |
| 30D | -29.6% | -11.8% | -17.8% | -28.9% |
| 3M | -16.9% | -19.2% | +2.3% | -15.6% |
| 6M | -24.3% | -22.9% | -1.4% | -23.2% |
| YTD | -5.6% | +7.8% | -13.4% | -10.0% |
| 1Y | -4.2% | +34.9% | -39.1% | -12.0% |
| 3Y | +43.3% | +422.2% | -378.9% | -10.5% |
| All | +43.3% | +424.8% | -381.5% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling