+61.2%
CVS vs THC
+1,818.8%
-1,757.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.5% |
| 7D | +10.4% | +0.1% | +10.3% | +10.4% |
| 30D | +3.3% | +7.5% | -4.2% | +2.3% |
| 3M | -4.5% | +7.5% | -12.0% | -5.5% |
| 6M | -4.4% | +46.4% | -50.8% | -8.8% |
| YTD | +16.6% | +44.4% | -27.7% | +11.1% |
| 1Y | +15.3% | +43.4% | -28.1% | +9.8% |
| 3Y | +48.6% | +433.3% | -384.7% | +19.4% |
| 5Y | +12.9% | +262.5% | -249.6% | -7.5% |
| All | +61.2% | +1,818.8% | -1,757.6% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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