-4.2%
CTVA vs HDB
-29.0%
+24.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | -20.8% | +2.7% | -23.5% | -20.9% |
| 30D | -29.6% | +14.1% | -43.8% | -30.6% |
| 3M | -16.9% | +11.8% | -28.7% | -18.0% |
| 6M | -24.3% | +8.2% | -32.4% | -24.8% |
| YTD | -5.6% | -29.3% | +23.7% | -7.2% |
| 1Y | -4.2% | -28.8% | +24.6% | -5.7% |
| All | -4.2% | -29.0% | +24.9% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling