-1.6%
CVS vs HUT
-37.6%
+36.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.6% | -7.0% | +0.2% |
| 7D | +12.0% | +24.8% | -12.8% | +10.5% |
| 30D | +2.8% | -28.4% | +31.1% | +2.0% |
| 3M | -3.6% | -31.2% | +27.7% | -4.3% |
| 6M | -1.6% | -40.2% | +38.6% | -1.9% |
| All | -1.6% | -37.6% | +36.0% | -1.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling