+1.5%
CARR vs HCA
+59.6%
-58.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | +0.1% | +1.2% |
| 7D | -3.8% | +5.4% | -9.2% | -4.6% |
| 30D | -8.9% | +3.0% | -11.9% | -9.4% |
| 3M | -17.3% | +13.0% | -30.3% | -19.5% |
| 6M | -1.4% | -20.3% | +18.9% | +3.5% |
| YTD | +10.0% | -8.2% | +18.2% | +11.4% |
| 1Y | -6.4% | +6.7% | -13.0% | -9.1% |
| 3Y | +1.5% | +60.4% | -58.8% | -18.4% |
| All | +1.5% | +59.6% | -58.1% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling