+210.2%
HD vs CVS
+40.0%
+170.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -1.8% | -1.9% | +0.1% | -1.3% |
| 30D | -10.8% | -0.3% | -10.5% | -10.9% |
| 3M | -2.7% | -1.1% | -1.6% | -2.7% |
| 6M | -10.3% | +23.7% | -34.0% | -16.1% |
| YTD | -7.8% | +23.0% | -30.8% | -14.1% |
| 1Y | -23.1% | +37.2% | -60.3% | -30.8% |
| 3Y | +2.0% | +62.4% | -60.4% | -16.4% |
| 5Y | +6.2% | +31.8% | -25.6% | -7.0% |
| 10Y | +210.2% | +41.9% | +168.3% | +142.3% |
| All | +210.2% | +40.0% | +170.1% | +142.3% |
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 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