+99.8%
HD vs CTVA
+223.3%
-123.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | -2.1% | +4.9% | -7.0% | -3.7% |
| 30D | -8.4% | +11.9% | -20.3% | -11.8% |
| 3M | +4.3% | +13.7% | -9.3% | -0.5% |
| 6M | -11.1% | +13.1% | -24.3% | -15.5% |
| YTD | -4.7% | +32.0% | -36.6% | -14.1% |
| 1Y | -19.8% | +22.1% | -41.9% | -26.1% |
| 3Y | +4.1% | +77.5% | -73.4% | -17.3% |
| 5Y | +10.3% | +106.3% | -96.0% | -19.2% |
| All | +99.8% | +223.3% | -123.5% | +10.2% |
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