+677.7%
HPE vs CVS
+29.2%
+648.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.7% | +8.4% | +8.0% |
| 7D | +10.1% | -1.6% | +11.7% | +10.7% |
| 30D | +5.3% | +0.4% | +4.9% | +5.1% |
| 3M | +12.7% | -0.4% | +13.1% | +12.2% |
| 6M | +167.7% | +25.1% | +142.5% | +145.5% |
| YTD | +135.5% | +23.9% | +111.6% | +115.0% |
| 1Y | +143.4% | +41.1% | +102.3% | +111.5% |
| 3Y | +249.2% | +63.6% | +185.6% | +172.5% |
| 5Y | +343.8% | +31.5% | +312.3% | +276.1% |
| 10Y | +495.9% | +40.5% | +455.4% | +362.8% |
| All | +677.7% | +29.2% | +648.4% | +524.8% |
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 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