+571.9%
HPE vs CVS
+21.1%
+550.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.6% |
| 7D | +7.9% | +6.6% | +1.3% | +5.8% |
| 30D | -23.5% | -0.4% | -23.0% | -23.6% |
| 3M | -19.1% | -5.3% | -13.8% | -18.3% |
| 6M | +51.4% | -7.7% | +59.1% | +53.0% |
| YTD | +103.4% | +16.0% | +87.4% | +88.3% |
| 1Y | +114.4% | +16.2% | +98.2% | +98.2% |
| 3Y | +224.7% | +47.6% | +177.1% | +162.0% |
| 5Y | +277.8% | +12.3% | +265.4% | +239.8% |
| 10Y | +371.1% | +62.4% | +308.7% | +239.2% |
| All | +571.9% | +21.1% | +550.9% | +447.2% |
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