+7.5%
HWM vs CTVA
+24.6%
-17.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | +5.0% | -1.0% | +5.9% | +4.9% |
| 30D | +1.5% | -8.7% | +10.2% | +1.3% |
| 3M | -20.3% | +6.4% | -26.7% | -20.2% |
| 6M | -18.0% | -1.9% | -16.1% | -18.7% |
| YTD | +9.5% | +21.5% | -12.0% | +1.1% |
| 1Y | +7.5% | +24.3% | -16.8% | -1.6% |
| All | +7.5% | +24.6% | -17.2% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling