+13.2%
CVS vs HDB
-22.5%
+35.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.8% | +4.4% |
| 7D | -2.6% | +12.7% | -15.3% | -3.6% |
| 30D | +4.0% | +16.6% | -12.6% | +2.7% |
| 3M | -6.3% | +10.8% | -17.1% | -7.1% |
| 6M | -0.4% | +3.8% | -4.2% | -0.9% |
| YTD | +15.6% | -28.9% | +44.5% | +19.6% |
| 1Y | +18.3% | -28.0% | +46.3% | +22.2% |
| 3Y | +47.3% | -7.2% | +54.4% | +46.1% |
| 5Y | +13.2% | -22.2% | +35.4% | +12.6% |
| All | +13.2% | -22.5% | +35.7% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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