+1,445.9%
HWM vs CTVA
+223.3%
+1,222.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | -2.1% | +4.9% | -7.0% | -4.4% |
| 30D | -11.0% | +11.9% | -22.9% | -15.8% |
| 3M | +4.0% | +13.7% | -9.6% | -3.5% |
| 6M | -0.2% | +13.1% | -13.4% | -7.9% |
| YTD | +26.7% | +32.0% | -5.3% | +7.9% |
| 1Y | +44.7% | +22.1% | +22.6% | +27.3% |
| 3Y | +426.1% | +77.5% | +348.6% | +269.2% |
| 5Y | +738.5% | +106.3% | +632.2% | +428.1% |
| All | +1,445.9% | +223.3% | +1,222.6% | +604.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling