+39.4%
CVS vs HWM
+1,230.5%
-1,191.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.1% | -3.4% | +0.6% |
| 7D | -3.7% | +1.6% | -5.3% | -3.9% |
| 30D | -0.3% | -3.9% | +3.6% | +0.2% |
| 3M | -10.3% | -23.2% | +13.0% | -5.8% |
| 6M | -4.6% | -20.0% | +15.4% | -0.9% |
| YTD | +10.7% | +5.7% | +5.0% | +8.0% |
| 1Y | +11.2% | +4.9% | +6.4% | +8.6% |
| 3Y | +43.0% | +347.0% | -304.0% | +0.9% |
| 5Y | +8.6% | +563.0% | -554.4% | -30.4% |
| 10Y | +52.0% | +1,579.2% | -1,527.2% | -16.4% |
| All | +39.4% | +1,230.5% | -1,191.0% | -23.9% |
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