+246.3%
HPE vs CTVA
+75.4%
+170.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.3% | -5.9% | -6.2% |
| 7D | +1.4% | -4.7% | +6.1% | +2.6% |
| 30D | +1.5% | +11.1% | -9.5% | -1.5% |
| 3M | +21.7% | +13.7% | +8.0% | +15.2% |
| 6M | +164.2% | +11.2% | +153.0% | +151.7% |
| YTD | +132.1% | +26.9% | +105.2% | +111.9% |
| 1Y | +130.6% | +18.8% | +111.8% | +114.3% |
| All | +246.3% | +75.4% | +170.9% | +191.0% |
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 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