+370.2%
HPE vs CVS
+31.2%
+339.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.2% |
| 7D | +13.6% | -1.9% | +15.5% | +14.0% |
| 30D | +7.7% | -0.3% | +8.0% | +7.7% |
| 3M | +22.4% | -1.1% | +23.5% | +22.2% |
| 6M | +172.6% | +23.7% | +148.9% | +160.7% |
| YTD | +147.5% | +23.0% | +124.5% | +136.0% |
| 1Y | +151.8% | +37.2% | +114.6% | +134.5% |
| 3Y | +267.1% | +62.4% | +204.6% | +220.2% |
| All | +370.2% | +31.2% | +339.0% | +339.9% |
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