+72.8%
HCA vs CTVA
+102.9%
-30.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | +5.4% | -4.5% | +9.9% | +6.7% |
| 30D | +3.0% | +11.3% | -8.3% | 0.0% |
| 3M | +13.0% | +12.3% | +0.7% | +8.8% |
| 6M | -20.3% | +7.2% | -27.4% | -22.4% |
| YTD | -8.2% | +26.0% | -34.2% | -15.0% |
| 1Y | +6.7% | +16.0% | -9.3% | +0.9% |
| 3Y | +60.4% | +73.9% | -13.5% | +31.3% |
| All | +72.8% | +102.9% | -30.2% | +33.3% |
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