+41.0%
CVS vs HAL
+5.2%
+35.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.4% |
| 7D | -2.0% | -3.3% | +1.3% | -1.4% |
| 30D | +1.9% | +7.2% | -5.3% | +0.7% |
| 3M | -2.2% | -8.8% | +6.6% | -0.9% |
| 6M | +26.7% | +3.0% | +23.8% | +25.4% |
| YTD | +22.9% | +29.4% | -6.5% | +16.6% |
| 1Y | +32.9% | +62.8% | -29.9% | +20.6% |
| 3Y | +62.3% | -6.4% | +68.7% | +59.9% |
| 5Y | +34.2% | +103.6% | -69.4% | +11.4% |
| All | +41.0% | +5.2% | +35.8% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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