+40.5%
CVS vs HAS
+53.3%
-12.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.3% |
| 7D | -1.6% | -3.1% | +1.5% | -1.0% |
| 30D | +0.4% | -2.7% | +3.1% | +0.8% |
| 3M | -0.4% | +8.9% | -9.3% | -2.1% |
| 6M | +25.1% | -2.9% | +28.1% | +25.2% |
| YTD | +23.9% | +12.6% | +11.2% | +20.4% |
| 1Y | +41.1% | +17.5% | +23.6% | +36.0% |
| 3Y | +63.6% | +46.2% | +17.4% | +48.6% |
| 5Y | +31.5% | +12.6% | +18.9% | +24.6% |
| 10Y | +40.5% | +55.7% | -15.2% | +22.8% |
| All | +40.5% | +53.3% | -12.8% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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