+13.2%
CVS vs HUT
-28.2%
+41.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.4% |
| 7D | -2.6% | -10.9% | +8.3% | -2.3% |
| 30D | +4.0% | -32.6% | +36.7% | +5.0% |
| 3M | -6.3% | -33.7% | +27.4% | -5.6% |
| 6M | -0.4% | -42.3% | +42.0% | +0.4% |
| YTD | +15.6% | +23.6% | -8.0% | +13.3% |
| 1Y | +18.3% | +20.4% | -2.0% | +15.7% |
| 3Y | +47.3% | +423.2% | -376.0% | +32.4% |
| 5Y | +13.2% | -19.4% | +32.6% | -5.9% |
| All | +13.2% | -28.2% | +41.4% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling