+247.2%
HD vs CVS
+57.7%
+189.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -1.8% |
| 7D | +5.2% | -2.6% | +7.8% | +5.4% |
| 30D | +20.7% | +4.0% | +16.7% | +18.7% |
| 3M | +0.8% | -6.3% | +7.1% | +1.8% |
| 6M | +12.2% | -0.4% | +12.6% | +11.0% |
| YTD | +4.2% | +15.6% | -11.4% | -2.1% |
| 1Y | -2.6% | +18.3% | -20.9% | -9.1% |
| 3Y | +30.0% | +47.3% | -17.3% | +8.9% |
| 5Y | +8.1% | +13.2% | -5.1% | -0.9% |
| 10Y | +247.2% | +57.2% | +190.0% | +164.7% |
| All | +247.2% | +57.7% | +189.5% | +164.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling