+57.1%
CVS vs HWM
+1,494.1%
-1,437.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +4.0% | -2.1% | +6.1% | +4.3% |
| 30D | -2.4% | -11.0% | +8.6% | -0.1% |
| 3M | +2.7% | +4.0% | -1.4% | +1.5% |
| 6M | +21.9% | -0.2% | +22.1% | +21.2% |
| YTD | +24.7% | +26.7% | -1.9% | +17.8% |
| 1Y | +35.4% | +44.7% | -9.3% | +24.1% |
| 3Y | +65.2% | +426.1% | -360.9% | +13.1% |
| 5Y | +30.5% | +738.5% | -708.0% | -20.1% |
| All | +57.1% | +1,494.1% | -1,437.0% | -17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling