+664.6%
CVS vs HDB
+3,812.1%
-3,147.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.4% |
| 7D | +4.0% | +0.4% | +3.5% | +3.9% |
| 30D | -2.4% | -2.8% | +0.4% | -1.9% |
| 3M | +2.7% | -3.5% | +6.2% | +3.0% |
| 6M | +21.9% | -24.7% | +46.6% | +28.2% |
| YTD | +24.7% | -36.6% | +61.3% | +35.6% |
| 1Y | +35.4% | -34.4% | +69.8% | +46.1% |
| 3Y | +65.2% | -24.4% | +89.6% | +70.5% |
| 5Y | +30.5% | -35.4% | +65.9% | +37.2% |
| 10Y | +40.4% | +39.5% | +0.8% | +20.8% |
| All | +664.6% | +3,812.1% | -3,147.5% | +261.1% |
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