+332.7%
CAT vs HCA
+73.0%
+259.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.8% | -2.0% |
| 7D | +2.9% | +4.9% | -2.0% | +1.7% |
| 30D | -2.6% | +1.9% | -4.5% | -3.2% |
| 3M | -10.7% | +12.7% | -23.4% | -14.0% |
| 6M | +16.1% | -22.3% | +38.5% | +23.9% |
| YTD | +43.2% | -9.3% | +52.6% | +45.9% |
| 1Y | +96.8% | +2.7% | +94.1% | +92.4% |
| 3Y | +201.4% | +57.8% | +143.5% | +149.8% |
| 5Y | +332.7% | +70.3% | +262.3% | +238.8% |
| All | +332.7% | +73.0% | +259.7% | +238.8% |
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