-11.8%
HAL vs CTVA
+92.8%
-104.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -6.5% | +2.4% | -8.9% | -7.2% |
| 30D | -2.1% | -8.1% | +6.0% | +0.3% |
| 3M | -4.9% | +6.3% | -11.1% | -8.4% |
| 6M | -19.3% | +0.4% | -19.7% | -21.6% |
| YTD | +14.3% | +21.8% | -7.5% | +1.5% |
| 1Y | +17.3% | +24.9% | -7.6% | +2.9% |
| All | -11.8% | +92.8% | -104.6% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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