+695.3%
CAT vs HCA
+678.2%
+17.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.9% |
| 7D | +9.3% | -1.3% | +10.7% | +9.8% |
| 30D | -21.5% | +8.7% | -30.2% | -24.0% |
| 3M | -29.1% | +21.0% | -50.1% | -34.0% |
| 6M | -33.4% | +17.0% | -50.3% | -37.8% |
| YTD | +6.6% | +7.8% | -1.3% | +1.8% |
| 1Y | +6.5% | +6.4% | +0.1% | +2.0% |
| 3Y | +162.7% | +120.0% | +42.7% | +86.2% |
| 5Y | +214.2% | +112.9% | +101.4% | +118.6% |
| All | +695.3% | +678.2% | +17.1% | +278.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling