+2,216.0%
CVS vs HIG
+1,002.1%
+1,214.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | +4.0% | +0.3% | +3.6% | +3.9% |
| 30D | -2.4% | -3.2% | +0.8% | -2.0% |
| 3M | +2.7% | +9.1% | -6.5% | +1.4% |
| 6M | +21.9% | -1.8% | +23.7% | +22.0% |
| YTD | +24.7% | +1.8% | +23.0% | +24.3% |
| 1Y | +35.4% | +4.6% | +30.9% | +34.4% |
| 3Y | +65.2% | +101.6% | -36.5% | +49.6% |
| 5Y | +30.5% | +124.5% | -93.9% | +16.4% |
| 10Y | +40.4% | +317.8% | -277.4% | +13.6% |
| All | +2,216.0% | +1,002.1% | +1,214.0% | +1,048.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling