+43.3%
CTVA vs HST
+87.2%
-43.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | -20.8% | +3.6% | -24.3% | -21.5% |
| 30D | -29.6% | +11.2% | -40.8% | -31.8% |
| 3M | -16.9% | +13.1% | -30.0% | -20.0% |
| 6M | -24.3% | +23.9% | -48.2% | -29.5% |
| YTD | -5.6% | +52.3% | -57.9% | -18.7% |
| 1Y | -4.2% | +56.7% | -60.8% | -18.4% |
| 3Y | +43.3% | +87.5% | -44.2% | +7.2% |
| All | +43.3% | +87.2% | -43.9% | +7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling