+489.7%
HPE vs CVS
+42.0%
+447.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.1% | -6.2% | -6.2% |
| 7D | +1.4% | -2.0% | +3.4% | +2.0% |
| 30D | +1.5% | +1.9% | -0.4% | +0.9% |
| 3M | +21.7% | -2.2% | +23.9% | +22.0% |
| 6M | +164.2% | +26.7% | +137.4% | +141.8% |
| YTD | +132.1% | +22.9% | +109.2% | +112.9% |
| 1Y | +130.6% | +32.9% | +97.7% | +105.2% |
| 3Y | +244.1% | +62.3% | +181.8% | +170.9% |
| 5Y | +340.8% | +34.2% | +306.6% | +271.6% |
| All | +489.7% | +42.0% | +447.8% | +343.8% |
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 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