+100.3%
CVS vs HLT
+643.8%
-543.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -1.9% | -1.5% | -0.5% | -1.6% |
| 30D | -0.3% | -1.2% | +0.9% | 0.0% |
| 3M | -1.1% | -10.3% | +9.2% | +1.3% |
| 6M | +23.7% | +1.3% | +22.5% | +22.6% |
| YTD | +23.0% | +7.0% | +16.0% | +20.1% |
| 1Y | +37.2% | +11.9% | +25.3% | +32.1% |
| 3Y | +62.4% | +100.7% | -38.2% | +32.8% |
| 5Y | +31.8% | +147.5% | -115.7% | -0.5% |
| 10Y | +41.9% | +586.5% | -544.6% | -21.5% |
| All | +100.3% | +643.8% | -543.5% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling