+41.0%
CVS vs HL
+278.2%
-237.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.1% |
| 7D | -2.0% | -5.6% | +3.6% | -1.7% |
| 30D | +1.9% | +12.7% | -10.8% | +1.2% |
| 3M | -2.2% | +42.5% | -44.7% | -4.1% |
| 6M | +26.7% | -9.0% | +35.7% | +26.7% |
| YTD | +22.9% | +4.4% | +18.5% | +21.7% |
| 1Y | +32.9% | +82.7% | -49.8% | +27.7% |
| 3Y | +62.3% | +406.3% | -344.0% | +46.1% |
| 5Y | +34.2% | +238.2% | -203.9% | +21.5% |
| All | +41.0% | +278.2% | -237.3% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 10y: compounded portfolio wealth divided by compounded HL 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…
10y analysis · Full analysis span regression · 6 months rolling