+439.8%
HPE vs CTVA
+208.7%
+231.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.7% | +13.1% | +12.7% |
| 7D | +19.4% | -4.5% | +23.9% | +21.6% |
| 30D | +5.6% | +11.3% | -5.7% | +0.4% |
| 3M | +33.1% | +12.3% | +20.7% | +24.0% |
| 6M | +192.5% | +7.2% | +185.3% | +178.1% |
| YTD | +160.9% | +26.0% | +134.9% | +130.3% |
| 1Y | +155.0% | +16.0% | +138.9% | +132.3% |
| 3Y | +289.4% | +73.9% | +215.5% | +186.4% |
| 5Y | +395.7% | +103.8% | +291.9% | +228.0% |
| All | +439.8% | +208.7% | +231.1% | +167.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling