+137.3%
CTVA vs HDB
-7.4%
+144.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | -20.8% | +2.7% | -23.5% | -21.3% |
| 30D | -29.6% | +14.1% | -43.8% | -32.3% |
| 3M | -16.9% | +11.8% | -28.7% | -19.6% |
| 6M | -24.3% | +8.2% | -32.4% | -26.4% |
| YTD | -5.6% | -29.3% | +23.7% | +3.7% |
| 1Y | -4.2% | -28.8% | +24.6% | +4.9% |
| 3Y | +43.3% | -7.5% | +50.7% | +41.6% |
| 5Y | +35.7% | -23.1% | +58.8% | +39.7% |
| All | +137.3% | -7.4% | +144.6% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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