+398.8%
HL vs CTVA
+75.4%
+323.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.8% |
| 7D | -5.6% | -4.7% | -1.0% | -3.5% |
| 30D | +12.7% | +11.1% | +1.7% | +6.9% |
| 3M | +42.5% | +13.7% | +28.8% | +32.3% |
| 6M | -9.0% | +11.2% | -20.2% | -14.8% |
| YTD | +4.4% | +26.9% | -22.5% | -8.0% |
| 1Y | +82.7% | +18.8% | +63.9% | +65.0% |
| All | +398.8% | +75.4% | +323.4% | +261.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling