+48.1%
HAL vs CTVA
+79.2%
-31.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -6.5% | +2.4% | -8.9% | -7.7% |
| 30D | -2.1% | -8.1% | +6.0% | +1.7% |
| 3M | -4.9% | +6.3% | -11.1% | -10.2% |
| 6M | -19.3% | +0.4% | -19.7% | -22.7% |
| YTD | +14.3% | +21.8% | -7.5% | -3.7% |
| 1Y | +17.3% | +24.9% | -7.6% | -2.8% |
| 3Y | -10.9% | +92.3% | -103.2% | -47.8% |
| All | +48.1% | +79.2% | -31.1% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling