+54.4%
CVS vs HL
+391.6%
-337.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -2.2% | -4.4% | +2.2% | -2.0% |
| 30D | -0.1% | +9.3% | -9.4% | -0.5% |
| 3M | -5.2% | +32.0% | -37.2% | -6.6% |
| 6M | +26.9% | -6.4% | +33.3% | +26.8% |
| YTD | +22.1% | +3.1% | +18.9% | +21.5% |
| 1Y | +30.8% | +77.6% | -46.8% | +27.1% |
| 3Y | +54.4% | +392.8% | -338.4% | +39.6% |
| All | +54.4% | +391.6% | -337.2% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling