+65.4%
CVS vs THC
+244.5%
-179.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | +4.0% | -0.7% | +4.6% | +4.0% |
| 30D | -2.4% | +1.3% | -3.7% | -2.5% |
| 3M | +2.7% | +64.2% | -61.6% | -0.5% |
| 6M | +21.9% | +8.3% | +13.6% | +20.8% |
| YTD | +24.7% | +33.4% | -8.6% | +22.2% |
| 1Y | +35.4% | +37.7% | -2.2% | +32.6% |
| All | +65.4% | +244.5% | -179.1% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling