+118.4%
HD vs CTVA
+198.5%
-80.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +5.2% | +2.4% | +2.8% | +4.5% |
| 30D | +20.7% | -8.1% | +28.8% | +23.8% |
| 3M | +0.8% | +6.3% | -5.5% | -2.1% |
| 6M | +12.2% | +0.4% | +11.8% | +10.5% |
| YTD | +4.2% | +21.8% | -17.6% | -4.3% |
| 1Y | -2.6% | +24.9% | -27.4% | -11.4% |
| 3Y | +30.0% | +92.3% | -62.3% | -0.5% |
| 5Y | +8.1% | +78.9% | -70.8% | -17.2% |
| All | +118.4% | +198.5% | -80.1% | +22.7% |
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