+1,907.2%
CVS vs HAL
+597.8%
+1,309.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +4.0% | +2.9% | +1.0% | +3.5% |
| 30D | -2.4% | +17.0% | -19.4% | -4.8% |
| 3M | +2.7% | -9.7% | +12.3% | +4.0% |
| 6M | +21.9% | +8.6% | +13.2% | +19.7% |
| YTD | +24.7% | +33.0% | -8.2% | +18.5% |
| 1Y | +35.4% | +68.3% | -32.9% | +23.6% |
| 3Y | +65.2% | +0.1% | +65.1% | +61.2% |
| 5Y | +30.5% | +102.6% | -72.1% | +11.1% |
| 10Y | +40.4% | +3.8% | +36.5% | +21.0% |
| All | +1,907.2% | +597.8% | +1,309.4% | +992.8% |
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 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