+54.9%
CVS vs HWM
+1,330.2%
-1,275.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -1.9% | -8.0% | +6.1% | -0.3% |
| 30D | -0.3% | -18.0% | +17.7% | +3.6% |
| 3M | -1.1% | -9.5% | +8.4% | +0.5% |
| 6M | +23.7% | -8.4% | +32.1% | +25.0% |
| YTD | +23.0% | +13.6% | +9.4% | +18.6% |
| 1Y | +37.2% | +30.2% | +6.9% | +28.3% |
| 3Y | +62.4% | +392.2% | -329.8% | +12.6% |
| 5Y | +31.8% | +645.2% | -613.4% | -17.4% |
| All | +54.9% | +1,330.2% | -1,275.4% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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