+105.2%
CTVA vs HST
+72.4%
+32.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | -2.1% | +2.0% | -4.1% | -2.7% |
| 30D | +12.0% | -5.2% | +17.3% | +13.8% |
| 3M | +13.5% | -6.2% | +19.7% | +15.5% |
| 6M | +12.1% | +20.4% | -8.3% | +5.2% |
| YTD | +29.0% | +30.6% | -1.6% | +17.7% |
| 1Y | +18.9% | +37.4% | -18.5% | +6.5% |
| 3Y | +78.9% | +66.1% | +12.8% | +48.9% |
| 5Y | +105.2% | +73.7% | +31.5% | +60.2% |
| All | +105.2% | +72.4% | +32.8% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling