+40.0%
CVS vs HBM
+619.2%
-579.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -2.2% | -3.3% | +1.1% | -2.0% |
| 30D | -0.1% | -4.8% | +4.8% | +0.1% |
| 3M | -5.2% | -0.4% | -4.8% | -5.6% |
| 6M | +26.9% | +17.9% | +9.0% | +24.4% |
| YTD | +22.1% | +33.7% | -11.6% | +18.2% |
| 1Y | +30.8% | +95.6% | -64.8% | +23.0% |
| 3Y | +54.4% | +458.1% | -403.7% | +31.3% |
| 5Y | +33.4% | +329.0% | -295.6% | +13.0% |
| All | +40.0% | +619.2% | -579.1% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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