+276.2%
HPE vs CVS
+12.2%
+264.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.7% |
| 7D | +7.9% | +6.6% | +1.3% | +7.0% |
| 30D | -23.5% | -0.4% | -23.0% | -23.5% |
| 3M | -19.1% | -5.3% | -13.8% | -18.7% |
| 6M | +51.4% | -7.7% | +59.1% | +52.3% |
| YTD | +103.4% | +16.0% | +87.4% | +95.3% |
| 1Y | +114.4% | +16.2% | +98.2% | +105.6% |
| 3Y | +224.7% | +47.6% | +177.1% | +190.2% |
| All | +276.2% | +12.2% | +264.0% | +274.1% |
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