+105.1%
CTVA vs HBM
+327.6%
-222.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.8% |
| 3M | +12.3% | -0.4% | +12.7% | +11.3% |
| 6M | +7.2% | +17.9% | -10.7% | +1.6% |
| YTD | +26.0% | +33.7% | -7.7% | +15.7% |
| 1Y | +16.0% | +95.6% | -79.6% | -2.0% |
| 3Y | +73.9% | +458.1% | -384.2% | +11.8% |
| All | +105.1% | +327.6% | -222.5% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling