+261.8%
HCA vs CTVA
+210.9%
+50.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +2.9% | -4.7% | +7.6% | +4.8% |
| 30D | +2.4% | +11.1% | -8.7% | -1.9% |
| 3M | +13.0% | +13.7% | -0.7% | +6.4% |
| 6M | -21.4% | +11.2% | -32.6% | -25.6% |
| YTD | -9.5% | +26.9% | -36.4% | -19.1% |
| 1Y | +7.5% | +18.8% | -11.3% | -1.7% |
| 3Y | +57.6% | +75.9% | -18.3% | +17.6% |
| 5Y | +71.1% | +105.2% | -34.1% | +15.0% |
| All | +261.8% | +210.9% | +50.9% | +79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling