+34,084.3%
HD vs CVS
+1,796.9%
+32,287.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -1.2% | +12.0% | -13.1% | -5.0% |
| 30D | +20.9% | +2.8% | +18.1% | +18.8% |
| 3M | -0.2% | -3.6% | +3.4% | +0.1% |
| 6M | +14.5% | -1.6% | +16.1% | +13.5% |
| YTD | +4.3% | +16.3% | -12.0% | -3.7% |
| 1Y | -3.5% | +15.5% | -19.0% | -10.7% |
| 3Y | +30.1% | +48.1% | -18.0% | +4.8% |
| 5Y | +8.5% | +12.3% | -3.8% | -4.6% |
| 10Y | +245.3% | +62.7% | +182.6% | +153.8% |
| All | +34,084.3% | +1,796.9% | +32,287.4% | +8,428.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling