+1,451.2%
HL vs CTVA
+211.9%
+1,239.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.5% |
| 7D | +0.4% | -5.8% | +6.2% | +3.1% |
| 30D | +18.8% | +11.1% | +7.8% | +12.9% |
| 3M | +43.7% | +13.2% | +30.5% | +34.5% |
| 6M | -1.0% | +8.7% | -9.8% | -5.9% |
| YTD | +8.7% | +27.3% | -18.6% | -3.5% |
| 1Y | +105.0% | +18.0% | +87.0% | +86.6% |
| 3Y | +427.3% | +76.5% | +350.8% | +292.8% |
| 5Y | +249.3% | +105.1% | +144.2% | +148.1% |
| All | +1,451.2% | +211.9% | +1,239.4% | +788.0% |
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 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