+1,652.2%
CVS vs HST
+1,511.7%
+140.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | -7.1% | -2.7% | -4.4% | -6.7% |
| 30D | -4.0% | +10.7% | -14.7% | -6.0% |
| 3M | -12.2% | +6.3% | -18.5% | -13.4% |
| 6M | -2.2% | +19.0% | -21.1% | -5.7% |
| YTD | +8.9% | +47.0% | -38.1% | +0.6% |
| 1Y | +9.9% | +53.4% | -43.6% | +0.6% |
| 3Y | +32.1% | +78.0% | -45.9% | +16.3% |
| 5Y | +5.7% | +71.7% | -66.0% | -8.1% |
| 10Y | +39.0% | +146.2% | -107.2% | +7.7% |
| All | +1,652.2% | +1,511.7% | +140.5% | +687.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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