+10.8%
HD vs CVS
+31.0%
-20.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -2.1% | +4.0% | -6.0% | -2.7% |
| 30D | -8.4% | -2.4% | -6.0% | -8.1% |
| 3M | +4.3% | +2.7% | +1.7% | +3.7% |
| 6M | -11.1% | +21.9% | -33.0% | -14.3% |
| YTD | -4.7% | +24.7% | -29.4% | -8.7% |
| 1Y | -19.8% | +35.4% | -55.3% | -24.4% |
| 3Y | +4.1% | +65.2% | -61.1% | -8.2% |
| All | +10.8% | +31.0% | -20.2% | +6.8% |
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