-1.8%
CARR vs HCA
+11.2%
-12.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.3% | -9.8% | +0.7% |
| 7D | -0.7% | +10.2% | -10.9% | -0.5% |
| 30D | +0.3% | +17.4% | -17.1% | +0.5% |
| 3M | -14.9% | +27.7% | -42.6% | -14.6% |
| 6M | -14.9% | +20.0% | -34.9% | -13.4% |
| YTD | +7.0% | +10.0% | -3.0% | +8.7% |
| 1Y | -1.8% | +9.0% | -10.8% | -0.7% |
| All | -1.8% | +11.2% | -12.9% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 1y: compounded portfolio wealth divided by compounded HCA 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…
1y analysis · Full analysis span regression · 6 months rolling