+224.3%
CTVA vs HDB
-19.4%
+243.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -1.4% |
| 7D | -2.1% | -2.0% | 0.0% | -1.5% |
| 30D | +12.0% | -4.9% | +16.9% | +13.7% |
| 3M | +13.5% | -2.3% | +15.8% | +13.8% |
| 6M | +12.1% | -23.7% | +35.8% | +20.3% |
| YTD | +29.0% | -38.5% | +67.5% | +47.7% |
| 1Y | +18.9% | -36.5% | +55.3% | +34.5% |
| 3Y | +78.9% | -28.5% | +107.3% | +91.5% |
| 5Y | +105.2% | -37.4% | +142.6% | +125.4% |
| All | +224.3% | -19.4% | +243.6% | +211.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling