+5.6%
CVS vs HLT
+46.7%
-41.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +3.5% | -16.0% | -12.4% |
| 7D | -11.1% | +7.7% | -18.8% | -11.2% |
| 30D | -7.4% | +19.1% | -26.6% | -7.9% |
| 3M | -22.9% | +20.7% | -43.6% | -23.2% |
| 6M | -1.2% | +21.0% | -22.2% | -1.9% |
| YTD | +3.9% | +31.3% | -27.4% | +0.3% |
| 1Y | +5.6% | +45.9% | -40.3% | -2.6% |
| All | +5.6% | +46.7% | -41.1% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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