+1,652.2%
CVS vs THC
+550.9%
+1,101.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.2% |
| 7D | -7.1% | +3.7% | -10.8% | -7.7% |
| 30D | -4.0% | +9.0% | -13.0% | -5.1% |
| 3M | -12.2% | +10.4% | -22.6% | -13.4% |
| 6M | -2.2% | +45.7% | -47.8% | -6.8% |
| YTD | +8.9% | +42.6% | -33.7% | +3.7% |
| 1Y | +9.9% | +38.8% | -28.9% | +4.9% |
| 3Y | +32.1% | +418.8% | -386.7% | +6.5% |
| 5Y | +5.7% | +275.7% | -270.0% | -13.9% |
| 10Y | +39.0% | +1,496.2% | -1,457.2% | -13.2% |
| All | +1,652.2% | +550.9% | +1,101.3% | +781.2% |
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