+31.5%
CVS vs HDB
-37.8%
+69.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.4% |
| 7D | -1.6% | -2.0% | +0.5% | -1.4% |
| 30D | +0.4% | -4.9% | +5.3% | +0.9% |
| 3M | -0.4% | -2.3% | +1.9% | -0.5% |
| 6M | +25.1% | -23.7% | +48.9% | +28.2% |
| YTD | +23.9% | -38.5% | +62.4% | +29.9% |
| 1Y | +41.1% | -36.5% | +77.5% | +47.3% |
| 3Y | +63.6% | -28.5% | +92.1% | +67.7% |
| 5Y | +31.5% | -37.4% | +68.9% | +34.5% |
| All | +31.5% | -37.8% | +69.3% | +34.5% |
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