+31.8%
CVS vs HBM
+392.2%
-360.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | -1.9% | +5.5% | -7.4% | -2.1% |
| 30D | -0.3% | +3.3% | -3.6% | -0.5% |
| 3M | -1.1% | +12.7% | -13.8% | -1.9% |
| 6M | +23.7% | +28.2% | -4.5% | +21.4% |
| YTD | +23.0% | +45.3% | -22.3% | +19.5% |
| 1Y | +37.2% | +121.7% | -84.6% | +29.8% |
| 3Y | +62.4% | +523.5% | -461.1% | +39.2% |
| 5Y | +31.8% | +393.9% | -362.1% | +12.7% |
| All | +31.8% | +392.2% | -360.4% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling