+61.2%
CVS vs HAS
+99.1%
-37.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.7% |
| 7D | +10.4% | +1.6% | +8.8% | +10.1% |
| 30D | +3.3% | +26.6% | -23.3% | -1.2% |
| 3M | -4.5% | +29.0% | -33.5% | -9.0% |
| 6M | -4.4% | +30.6% | -34.9% | -9.4% |
| YTD | +16.6% | +51.5% | -34.9% | +7.1% |
| 1Y | +15.3% | +58.5% | -43.2% | +5.1% |
| 3Y | +48.6% | +214.1% | -165.6% | +15.4% |
| 5Y | +12.9% | +50.2% | -37.3% | +1.4% |
| All | +61.2% | +99.1% | -37.8% | +27.3% |
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