-10.0%
DHR vs CVS
+12.2%
-22.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | +1.2% | +6.6% | -5.4% | +0.2% |
| 30D | +3.7% | -0.4% | +4.1% | +3.5% |
| 3M | +14.5% | -5.3% | +19.8% | +15.0% |
| 6M | +40.9% | -7.7% | +48.6% | +41.8% |
| YTD | +2.4% | +16.0% | -13.6% | -2.0% |
| 1Y | +6.1% | +16.2% | -10.1% | +1.5% |
| 3Y | +21.0% | +47.6% | -26.6% | +7.4% |
| All | -10.0% | +12.2% | -22.2% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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