+1,907.2%
CVS vs HAS
+3,598.5%
-1,691.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +4.0% | -1.8% | +5.8% | +4.3% |
| 30D | -2.4% | +2.3% | -4.7% | -2.9% |
| 3M | +2.7% | +10.4% | -7.7% | +0.6% |
| 6M | +21.9% | -3.2% | +25.1% | +22.1% |
| YTD | +24.7% | +15.4% | +9.3% | +20.5% |
| 1Y | +35.4% | +18.8% | +16.6% | +30.0% |
| 3Y | +65.2% | +43.9% | +21.2% | +49.4% |
| 5Y | +30.5% | +13.9% | +16.7% | +21.4% |
| 10Y | +40.4% | +56.4% | -16.0% | +16.9% |
| All | +1,907.2% | +3,598.5% | -1,691.3% | +765.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling