+231.7%
CTVA vs HST
+53.3%
+178.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -1.0% |
| 7D | +4.9% | -1.0% | +6.0% | +5.3% |
| 30D | +11.9% | -12.3% | +24.2% | +17.4% |
| 3M | +13.7% | -6.4% | +20.0% | +16.2% |
| 6M | +13.1% | +15.0% | -1.9% | +6.5% |
| YTD | +32.0% | +30.5% | +1.4% | +18.2% |
| 1Y | +22.1% | +35.7% | -13.6% | +7.4% |
| 3Y | +77.5% | +68.4% | +9.1% | +41.0% |
| 5Y | +106.3% | +73.1% | +33.2% | +54.8% |
| All | +231.7% | +53.3% | +178.3% | +150.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling