+1,681.4%
CVS vs THC
+563.9%
+1,117.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.4% |
| 7D | -3.7% | +7.5% | -11.2% | -4.7% |
| 30D | -0.3% | +9.6% | -9.9% | -1.6% |
| 3M | -10.3% | +10.3% | -20.5% | -11.5% |
| 6M | -4.6% | +51.8% | -56.4% | -9.5% |
| YTD | +10.7% | +45.4% | -34.7% | +5.2% |
| 1Y | +11.2% | +40.8% | -29.6% | +6.0% |
| 3Y | +43.0% | +448.8% | -405.8% | +14.6% |
| 5Y | +8.6% | +263.4% | -254.8% | -11.2% |
| 10Y | +52.0% | +1,800.1% | -1,748.1% | -6.3% |
| All | +1,681.4% | +563.9% | +1,117.6% | +794.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling