+5.6%
CVS vs HIG
+12.7%
-7.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +2.4% | -14.9% | -13.0% |
| 7D | -11.1% | +6.2% | -17.3% | -12.7% |
| 30D | -7.4% | +9.4% | -16.9% | -9.7% |
| 3M | -22.9% | -2.3% | -20.5% | -22.2% |
| 6M | -1.2% | +4.2% | -5.4% | -2.3% |
| YTD | +3.9% | +1.6% | +2.3% | +3.4% |
| 1Y | +5.6% | +9.9% | -4.3% | +0.7% |
| All | +5.6% | +12.7% | -7.2% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling