+1,776.3%
CVS vs HAL
+516.7%
+1,259.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +10.4% | +2.6% | +7.8% | +10.0% |
| 30D | +3.3% | -0.1% | +3.4% | +3.3% |
| 3M | -4.5% | -1.1% | -3.4% | -4.5% |
| 6M | -4.4% | -20.7% | +16.4% | -1.3% |
| YTD | +16.6% | +17.5% | -0.9% | +12.8% |
| 1Y | +15.3% | +24.1% | -8.8% | +10.6% |
| 3Y | +48.6% | -8.4% | +56.9% | +47.0% |
| 5Y | +12.9% | +53.2% | -40.4% | +0.4% |
| 10Y | +63.2% | -17.2% | +80.4% | +45.5% |
| All | +1,776.3% | +516.7% | +1,259.7% | +940.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling