+32.2%
CVS vs HLT
+142.1%
-109.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -2.2% | -1.6% | -0.5% | -1.9% |
| 30D | -0.1% | -5.0% | +5.0% | +0.8% |
| 3M | -5.2% | -10.4% | +5.2% | -3.5% |
| 6M | +26.9% | +3.2% | +23.6% | +25.5% |
| YTD | +22.1% | +6.7% | +15.3% | +19.8% |
| 1Y | +30.8% | +10.3% | +20.5% | +27.3% |
| 3Y | +54.4% | +99.3% | -44.9% | +32.0% |
| All | +32.2% | +142.1% | -109.8% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling