+389.9%
HWM vs CTVA
+78.5%
+311.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -2.2% | -8.5% | -10.1% |
| 7D | -9.2% | -2.1% | -7.1% | -8.6% |
| 30D | -17.9% | +12.0% | -29.9% | -20.2% |
| 3M | -6.0% | +13.5% | -19.5% | -10.1% |
| 6M | -7.4% | +12.1% | -19.5% | -11.5% |
| YTD | +13.1% | +29.0% | -15.9% | +2.9% |
| 1Y | +29.3% | +18.9% | +10.4% | +20.6% |
| 3Y | +389.9% | +78.9% | +311.0% | +300.6% |
| All | +389.9% | +78.5% | +311.4% | +300.6% |
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 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