+34.2%
CVS vs XHB
+30.4%
+3.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.4% |
| 7D | -2.0% | -5.2% | +3.3% | -0.9% |
| 30D | +1.9% | -12.1% | +14.1% | +4.6% |
| 3M | -2.2% | -6.2% | +4.0% | -1.2% |
| 6M | +26.7% | -6.7% | +33.4% | +27.7% |
| YTD | +22.9% | -5.5% | +28.3% | +23.3% |
| 1Y | +32.9% | -15.6% | +48.6% | +36.8% |
| 3Y | +62.3% | +22.0% | +40.3% | +50.4% |
| 5Y | +34.2% | +31.8% | +2.4% | +17.1% |
| All | +34.2% | +30.4% | +3.8% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 5y: compounded portfolio wealth divided by compounded XHB 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…
5y analysis · Full analysis span regression · 6 months rolling