+203.9%
CAT vs HCA
+51.3%
+152.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.1% |
| 7D | +5.6% | -2.8% | +8.4% | +5.9% |
| 30D | -2.3% | -2.7% | +0.4% | -2.0% |
| 3M | -10.0% | +11.5% | -21.5% | -12.0% |
| 6M | +21.2% | -24.3% | +45.5% | +27.5% |
| YTD | +44.4% | -13.6% | +58.0% | +48.1% |
| 1Y | +96.3% | -3.2% | +99.5% | +96.1% |
| 3Y | +203.9% | +50.4% | +153.5% | +160.6% |
| All | +203.9% | +51.3% | +152.6% | +160.6% |
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 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