+57.2%
CVS vs HWM
+1,599.0%
-1,541.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.1% | +4.1% |
| 7D | -2.6% | -1.8% | -0.9% | -2.2% |
| 30D | +4.0% | -2.7% | +6.7% | +4.4% |
| 3M | -6.3% | -22.7% | +16.4% | -1.7% |
| 6M | -0.4% | -18.9% | +18.6% | +3.2% |
| YTD | +15.6% | +7.1% | +8.5% | +12.5% |
| 1Y | +18.3% | +4.7% | +13.6% | +15.6% |
| 3Y | +47.3% | +345.6% | -298.3% | +3.8% |
| 5Y | +13.2% | +588.3% | -575.1% | -28.2% |
| 10Y | +57.2% | +1,516.2% | -1,459.0% | -15.3% |
| All | +57.2% | +1,599.0% | -1,541.9% | -15.3% |
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