+1,236.5%
HWM vs CTVA
+197.7%
+1,038.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.4% |
| 7D | +5.0% | -1.0% | +5.9% | +5.5% |
| 30D | +1.5% | -8.7% | +10.2% | +5.4% |
| 3M | -20.3% | +6.4% | -26.7% | -24.0% |
| 6M | -18.0% | -1.9% | -16.1% | -19.6% |
| YTD | +9.5% | +21.5% | -12.0% | -4.5% |
| 1Y | +7.5% | +24.3% | -16.8% | -7.4% |
| 3Y | +355.7% | +91.8% | +263.8% | +201.1% |
| 5Y | +610.2% | +78.4% | +531.8% | +376.3% |
| All | +1,236.5% | +197.7% | +1,038.8% | +523.7% |
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