+207.3%
CAT vs HCA
+114.7%
+92.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -6.3% | +9.0% | -15.3% | -8.1% |
| 30D | -26.8% | +11.8% | -38.6% | -28.8% |
| 3M | -30.0% | +22.1% | -52.1% | -33.4% |
| 6M | -34.6% | +16.4% | -50.9% | -37.2% |
| YTD | +2.9% | +8.6% | -5.7% | +0.3% |
| 1Y | +3.3% | +10.6% | -7.3% | 0.0% |
| 3Y | +153.7% | +121.7% | +32.0% | +90.7% |
| 5Y | +207.3% | +114.5% | +92.8% | +128.1% |
| All | +207.3% | +114.7% | +92.6% | +128.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling