+1,123.7%
CAT vs HCA
+503.4%
+620.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.1% | -1.2% |
| 7D | +0.6% | +2.9% | -2.3% | -0.4% |
| 30D | -4.5% | +2.4% | -6.9% | -5.4% |
| 3M | -5.8% | +13.0% | -18.8% | -10.4% |
| 6M | +12.7% | -21.4% | +34.1% | +20.9% |
| YTD | +41.4% | -9.5% | +50.8% | +44.0% |
| 1Y | +92.1% | +7.5% | +84.5% | +83.4% |
| 3Y | +197.5% | +57.6% | +139.9% | +141.1% |
| 5Y | +327.9% | +71.1% | +256.8% | +227.1% |
| All | +1,123.7% | +503.4% | +620.3% | +570.9% |
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