+40.0%
CVS vs HPQ
+259.7%
-219.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.4% | -9.1% | -2.4% |
| 7D | -2.2% | +9.8% | -11.9% | -4.2% |
| 30D | -0.1% | +22.4% | -22.4% | -4.5% |
| 3M | -5.2% | +45.2% | -50.4% | -13.0% |
| 6M | +26.9% | +96.4% | -69.5% | +7.8% |
| YTD | +22.1% | +65.4% | -43.3% | +7.6% |
| 1Y | +30.8% | +31.6% | -0.8% | +21.0% |
| 3Y | +54.4% | +37.0% | +17.4% | +36.9% |
| 5Y | +33.4% | +53.0% | -19.6% | +10.5% |
| All | +40.0% | +259.7% | -219.7% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 10y: compounded portfolio wealth divided by compounded HPQ 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…
10y analysis · Full analysis span regression · 6 months rolling