+35.4%
CVS vs HUT
+238.9%
-203.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.2% | -6.7% | -0.7% |
| 7D | +4.0% | +17.8% | -13.8% | +3.4% |
| 30D | -2.4% | +0.8% | -3.2% | -2.5% |
| 3M | +2.7% | -26.8% | +29.4% | +3.4% |
| 6M | +21.9% | +72.6% | -50.7% | +19.2% |
| YTD | +24.7% | +103.6% | -78.9% | +20.5% |
| 1Y | +35.4% | +265.3% | -229.8% | +24.2% |
| All | +35.4% | +238.9% | -203.5% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 1y: compounded portfolio wealth divided by compounded HUT 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…
1y analysis · Full analysis span regression · 6 months rolling