+111.9%
HAL vs CTVA
+103.5%
+8.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.7% |
| 7D | -1.3% | -5.8% | +4.5% | +2.0% |
| 30D | +10.9% | +11.1% | -0.2% | +4.3% |
| 3M | -5.8% | +13.2% | -19.1% | -14.1% |
| 6M | +8.1% | +8.7% | -0.6% | +0.6% |
| YTD | +33.2% | +27.3% | +5.9% | +12.2% |
| 1Y | +74.2% | +18.0% | +56.2% | +52.6% |
| 3Y | -3.7% | +76.5% | -80.2% | -36.9% |
| 5Y | +111.9% | +105.1% | +6.8% | +30.5% |
| All | +111.9% | +103.5% | +8.4% | +30.5% |
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