+105.1%
CTVA vs HDB
-38.7%
+143.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.4% | -1.0% |
| 7D | -5.8% | -4.9% | -0.9% | -4.8% |
| 30D | +11.1% | -5.8% | +16.9% | +12.5% |
| 3M | +13.2% | -5.2% | +18.4% | +14.2% |
| 6M | +8.7% | -25.7% | +34.4% | +15.3% |
| YTD | +27.3% | -39.6% | +66.9% | +41.5% |
| 1Y | +18.0% | -36.9% | +54.9% | +29.7% |
| 3Y | +76.5% | -29.7% | +106.2% | +86.1% |
| 5Y | +105.1% | -37.8% | +142.9% | +119.7% |
| All | +105.1% | -38.7% | +143.8% | +119.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling