+38.1%
CVS vs HWM
+29.8%
+8.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -10.7% | +10.0% | +1.0% |
| 7D | -1.6% | -9.2% | +7.6% | -0.2% |
| 30D | +0.4% | -17.9% | +18.2% | +3.3% |
| 3M | -0.4% | -6.0% | +5.6% | 0.0% |
| 6M | +25.1% | -7.4% | +32.5% | +25.3% |
| YTD | +23.9% | +13.1% | +10.8% | +19.4% |
| All | +38.1% | +29.8% | +8.4% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling