+205.4%
CTVA vs HST
+80.9%
+124.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | 0.0% |
| 7D | -1.0% | -1.3% | +0.3% | -0.6% |
| 30D | -8.7% | +13.4% | -22.1% | -13.1% |
| 3M | +6.4% | +16.7% | -10.3% | +0.1% |
| 6M | -1.9% | +24.0% | -25.9% | -10.1% |
| YTD | +21.5% | +54.0% | -32.4% | +2.1% |
| 1Y | +24.3% | +55.0% | -30.8% | +4.0% |
| 3Y | +91.8% | +89.3% | +2.5% | +45.9% |
| 5Y | +78.4% | +85.4% | -7.0% | +31.0% |
| All | +205.4% | +80.9% | +124.6% | +116.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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