+32.2%
CVS vs HIG
+116.1%
-83.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.5% |
| 7D | -2.2% | -1.5% | -0.7% | -1.5% |
| 30D | -0.1% | -0.4% | +0.3% | +0.1% |
| 3M | -5.2% | +6.7% | -11.9% | -8.0% |
| 6M | +26.9% | +2.0% | +24.9% | +25.2% |
| YTD | +22.1% | +0.3% | +21.8% | +21.3% |
| 1Y | +30.8% | +4.2% | +26.6% | +27.5% |
| 3Y | +54.4% | +102.2% | -47.8% | +9.1% |
| All | +32.2% | +116.1% | -83.9% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling