+431.6%
CVS vs HBM
+613.3%
-181.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.4% |
| 7D | +4.0% | -6.4% | +10.3% | +4.4% |
| 30D | -2.4% | +5.9% | -8.3% | -3.0% |
| 3M | +2.7% | -8.9% | +11.6% | +2.8% |
| 6M | +21.9% | +10.7% | +11.2% | +19.7% |
| YTD | +24.7% | +38.3% | -13.5% | +19.9% |
| 1Y | +35.4% | +121.3% | -85.9% | +24.9% |
| 3Y | +65.2% | +450.6% | -385.4% | +38.0% |
| 5Y | +30.5% | +338.0% | -307.4% | +8.3% |
| 10Y | +40.4% | +578.6% | -538.2% | +2.3% |
| All | +431.6% | +613.3% | -181.8% | +270.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling