+1,893.3%
CVS vs HON
+5,657.9%
-3,764.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -1.6% | -0.8% | -0.7% | -1.3% |
| 30D | +0.4% | -15.2% | +15.6% | +5.3% |
| 3M | -0.4% | -6.0% | +5.5% | +0.9% |
| 6M | +25.1% | -14.9% | +40.0% | +30.1% |
| YTD | +23.9% | +3.2% | +20.7% | +21.5% |
| 1Y | +41.1% | 0.0% | +41.1% | +39.2% |
| 3Y | +63.6% | +21.5% | +42.1% | +50.8% |
| 5Y | +31.5% | +4.0% | +27.5% | +26.1% |
| 10Y | +40.5% | +138.4% | -97.9% | +5.4% |
| All | +1,893.3% | +5,657.9% | -3,764.6% | +523.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 HON 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