+32.0%
CTVA vs HIG
+12.7%
+19.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.8% | +2.5% |
| 7D | +8.2% | +6.2% | +2.0% | +6.3% |
| 30D | -1.0% | +9.4% | -10.5% | -3.2% |
| 3M | +4.6% | -2.3% | +6.9% | +4.4% |
| 6M | +0.5% | +4.2% | -3.7% | -0.5% |
| YTD | +22.7% | +1.6% | +21.1% | +21.3% |
| 1Y | +32.0% | +9.9% | +22.1% | +24.0% |
| All | +32.0% | +12.7% | +19.2% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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