-4.6%
HD vs CTVA
+33.4%
-38.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.2% | +3.3% | +6.2% |
| 7D | +11.9% | +8.2% | +3.7% | +11.3% |
| 30D | +26.4% | -1.0% | +27.5% | +25.7% |
| 3M | +2.8% | +4.6% | -1.7% | +1.7% |
| 6M | +15.5% | +0.5% | +15.0% | +14.1% |
| YTD | +5.5% | +22.7% | -17.2% | -1.6% |
| 1Y | -4.6% | +32.0% | -36.6% | -12.4% |
| All | -4.6% | +33.4% | -38.0% | -12.4% |
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