+12.3%
CVS vs HAL
+52.6%
-40.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.8% | +0.1% |
| 7D | +12.0% | -0.2% | +12.2% | +12.0% |
| 30D | +2.8% | +1.0% | +1.7% | +2.6% |
| 3M | -3.6% | -2.1% | -1.4% | -3.4% |
| 6M | -1.6% | -17.5% | +15.9% | +0.9% |
| YTD | +16.3% | +18.1% | -1.9% | +12.2% |
| 1Y | +15.5% | +19.7% | -4.2% | +11.2% |
| 3Y | +48.1% | -7.9% | +56.0% | +46.6% |
| 5Y | +12.3% | +53.1% | -40.7% | +1.3% |
| All | +12.3% | +52.6% | -40.3% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling