+31.7%
CVS vs HL
+84.9%
-53.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | 0.0% |
| 7D | -2.0% | -5.6% | +3.6% | -1.8% |
| 30D | +1.9% | +12.7% | -10.8% | +1.5% |
| 3M | -2.2% | +42.5% | -44.7% | -3.8% |
| 6M | +26.7% | -9.0% | +35.7% | +27.0% |
| YTD | +22.9% | +4.4% | +18.5% | +24.6% |
| All | +31.7% | +84.9% | -53.2% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling