+612.6%
CVS vs HDB
+4,291.4%
-3,678.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +12.0% | +6.9% | +5.0% | +10.5% |
| 30D | +2.8% | +15.2% | -12.5% | -0.3% |
| 3M | -3.6% | +11.7% | -15.3% | -6.0% |
| 6M | -1.6% | +7.5% | -9.1% | -3.8% |
| YTD | +16.3% | -28.8% | +45.1% | +23.1% |
| 1Y | +15.5% | -29.1% | +44.6% | +22.4% |
| 3Y | +48.1% | -7.0% | +55.1% | +46.3% |
| 5Y | +12.3% | -22.1% | +34.4% | +13.4% |
| 10Y | +62.7% | +64.9% | -2.2% | +34.9% |
| All | +612.6% | +4,291.4% | -3,678.8% | +227.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling