+105.2%
CTVA vs HIG
+118.8%
-13.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -4.7% | -2.3% | -2.4% | -3.7% |
| 30D | +11.1% | -1.2% | +12.3% | +11.6% |
| 3M | +13.7% | +6.3% | +7.4% | +10.6% |
| 6M | +11.2% | +0.6% | +10.6% | +10.4% |
| YTD | +26.9% | +0.6% | +26.3% | +25.7% |
| 1Y | +18.8% | +6.1% | +12.7% | +14.7% |
| 3Y | +75.9% | +102.0% | -26.0% | +21.1% |
| 5Y | +105.2% | +119.2% | -14.0% | +26.5% |
| All | +105.2% | +118.8% | -13.5% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling