+55.6%
CVS vs HAL
-4.5%
+60.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -1.9% | -1.3% | -0.6% | -1.7% |
| 30D | -0.3% | +10.9% | -11.2% | -1.9% |
| 3M | -1.1% | -5.8% | +4.7% | -0.3% |
| 6M | +23.7% | +8.1% | +15.6% | +21.4% |
| YTD | +23.0% | +33.2% | -10.2% | +15.9% |
| 1Y | +37.2% | +74.2% | -37.0% | +22.1% |
| All | +55.6% | -4.5% | +60.1% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling