+216.7%
CTVA vs HIG
+200.2%
+16.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -4.5% | -1.5% | -3.1% | -3.9% |
| 30D | +11.3% | -0.4% | +11.7% | +11.4% |
| 3M | +12.3% | +6.7% | +5.6% | +9.1% |
| 6M | +7.2% | +2.0% | +5.2% | +5.8% |
| YTD | +26.0% | +0.3% | +25.7% | +25.0% |
| 1Y | +16.0% | +4.2% | +11.8% | +13.1% |
| 3Y | +73.9% | +102.2% | -28.3% | +24.7% |
| 5Y | +103.8% | +118.5% | -14.7% | +39.7% |
| All | +216.7% | +200.2% | +16.5% | +100.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling