+55.6%
CVS vs HBM
+506.5%
-451.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | -1.9% | +5.5% | -7.4% | -1.9% |
| 30D | -0.3% | +3.3% | -3.6% | -0.3% |
| 3M | -1.1% | +12.7% | -13.8% | -1.3% |
| 6M | +23.7% | +28.2% | -4.5% | +22.7% |
| YTD | +23.0% | +45.3% | -22.3% | +21.5% |
| 1Y | +37.2% | +121.7% | -84.6% | +34.4% |
| All | +55.6% | +506.5% | -451.0% | +38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling