+248.6%
HD vs CVS
+63.8%
+184.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +1.5% | +6.6% | -5.0% | -0.1% |
| 30D | +18.0% | -0.4% | +18.4% | +17.5% |
| 3M | +2.8% | -5.3% | +8.1% | +3.5% |
| 6M | +17.0% | -7.7% | +24.7% | +18.3% |
| YTD | +3.5% | +16.0% | -12.5% | -2.8% |
| 1Y | -2.6% | +16.2% | -18.8% | -8.7% |
| 3Y | +30.7% | +47.6% | -16.8% | +9.4% |
| 5Y | +6.2% | +12.3% | -6.1% | -2.3% |
| All | +248.6% | +63.8% | +184.8% | +164.4% |
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