+246.9%
HLT vs CTVA
+208.7%
+38.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -1.6% | -4.5% | +2.9% | 0.0% |
| 30D | -5.0% | +11.3% | -16.3% | -8.7% |
| 3M | -10.4% | +12.3% | -22.7% | -14.8% |
| 6M | +3.2% | +7.2% | -3.9% | -0.4% |
| YTD | +6.7% | +26.0% | -19.3% | -3.3% |
| 1Y | +10.3% | +16.0% | -5.8% | +2.6% |
| 3Y | +99.3% | +73.9% | +25.4% | +55.2% |
| 5Y | +143.7% | +103.8% | +39.9% | +75.5% |
| All | +246.9% | +208.7% | +38.2% | +103.5% |
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