+1,103.8%
CAT vs HCA
+1,648.5%
-544.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.8% | +2.0% |
| 7D | +1.7% | -3.1% | +4.8% | +2.6% |
| 30D | -6.6% | -1.1% | -5.4% | -6.3% |
| 3M | -13.3% | +12.2% | -25.4% | -17.1% |
| 6M | +11.6% | -25.3% | +37.0% | +20.9% |
| YTD | +42.9% | -12.9% | +55.9% | +47.1% |
| 1Y | +95.4% | -0.9% | +96.4% | +92.3% |
| 3Y | +196.6% | +47.6% | +149.0% | +151.4% |
| 5Y | +321.7% | +67.0% | +254.7% | +235.3% |
| 10Y | +1,140.8% | +471.4% | +669.3% | +563.1% |
| All | +1,103.8% | +1,648.5% | -544.7% | +314.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling