+77.6%
HL vs CTVA
+18.2%
+59.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -4.4% | -4.5% | +0.2% | -3.3% |
| 30D | +9.3% | +11.3% | -2.0% | +6.4% |
| 3M | +32.0% | +12.3% | +19.7% | +27.8% |
| 6M | -6.4% | +7.2% | -13.6% | -8.2% |
| YTD | +3.1% | +26.0% | -22.9% | +2.3% |
| 1Y | +77.6% | +16.0% | +61.5% | +66.6% |
| All | +77.6% | +18.2% | +59.3% | +66.6% |
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