+1,207.0%
HWM vs CTVA
+198.5%
+1,008.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | -1.8% | +2.4% | -4.2% | -2.9% |
| 30D | -2.7% | -8.1% | +5.4% | +0.8% |
| 3M | -22.7% | +6.3% | -29.0% | -26.2% |
| 6M | -18.9% | +0.4% | -19.4% | -21.4% |
| YTD | +7.1% | +21.8% | -14.7% | -6.7% |
| 1Y | +4.7% | +24.9% | -20.2% | -10.0% |
| 3Y | +345.6% | +92.3% | +253.3% | +194.1% |
| 5Y | +588.3% | +78.9% | +509.4% | +361.1% |
| All | +1,207.0% | +198.5% | +1,008.5% | +509.3% |
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