+1,907.2%
CVS vs HL
+62.0%
+1,845.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.4% |
| 7D | +4.0% | +1.5% | +2.5% | +3.9% |
| 30D | -2.4% | +25.1% | -27.5% | -3.1% |
| 3M | +2.7% | +22.9% | -20.2% | +1.8% |
| 6M | +21.9% | -4.9% | +26.8% | +21.7% |
| YTD | +24.7% | +7.8% | +16.9% | +23.9% |
| 1Y | +35.4% | +133.9% | -98.4% | +31.3% |
| 3Y | +65.2% | +380.9% | -315.7% | +55.6% |
| 5Y | +30.5% | +230.2% | -199.7% | +23.3% |
| 10Y | +40.4% | +265.6% | -225.2% | +28.8% |
| All | +1,907.2% | +62.0% | +1,845.2% | +1,667.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling