+7.4%
HD vs CTVA
+104.3%
-96.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.8% |
| 7D | -1.2% | -2.1% | +0.9% | -0.7% |
| 30D | -11.1% | +12.0% | -23.2% | -13.7% |
| 3M | +2.0% | +13.5% | -11.4% | -1.6% |
| 6M | -10.5% | +12.1% | -22.6% | -13.7% |
| YTD | -6.9% | +29.0% | -35.9% | -13.7% |
| 1Y | -23.2% | +18.9% | -42.0% | -27.4% |
| 3Y | +3.1% | +78.9% | -75.8% | -13.7% |
| 5Y | +7.4% | +105.2% | -97.9% | -13.0% |
| All | +7.4% | +104.3% | -96.9% | -13.0% |
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