-19.8%
HD vs CTVA
+22.4%
-42.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | -2.1% | +4.9% | -7.0% | -2.5% |
| 30D | -8.4% | +11.9% | -20.3% | -9.4% |
| 3M | +4.3% | +13.7% | -9.3% | +2.8% |
| 6M | -11.1% | +13.1% | -24.3% | -13.0% |
| YTD | -4.7% | +32.0% | -36.6% | -9.2% |
| 1Y | -19.8% | +22.1% | -41.9% | -22.6% |
| All | -19.8% | +22.4% | -42.2% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling