+77.8%
HBAN vs CTVA
+208.7%
-130.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -1.0% | -4.5% | +3.5% | +1.4% |
| 30D | -5.6% | +11.3% | -16.9% | -11.0% |
| 3M | -1.1% | +12.3% | -13.5% | -8.3% |
| 6M | +9.9% | +7.2% | +2.7% | +4.0% |
| YTD | -0.9% | +26.0% | -27.0% | -14.6% |
| 1Y | -1.4% | +16.0% | -17.4% | -11.5% |
| 3Y | +78.2% | +73.9% | +4.3% | +23.8% |
| 5Y | +37.0% | +103.8% | -66.8% | -15.6% |
| All | +77.8% | +208.7% | -130.9% | -20.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling