+1,907.2%
CVS vs THC
+508.9%
+1,398.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.2% |
| 6M | +21.9% | +8.3% | +13.6% | +20.2% |
| YTD | +24.7% | +33.4% | -8.6% | +20.0% |
| 1Y | +35.4% | +37.7% | -2.2% | +29.6% |
| 3Y | +65.2% | +236.8% | -171.6% | +40.0% |
| 5Y | +30.5% | +249.3% | -218.7% | +7.3% |
| 10Y | +40.4% | +995.2% | -954.9% | -8.4% |
| All | +1,907.2% | +508.9% | +1,398.3% | +919.3% |
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