+251.7%
CB vs HCA
+675.7%
-424.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +2.9% | +0.8% | +2.1% | +2.7% |
| 30D | +7.3% | +6.1% | +1.2% | +5.2% |
| 3M | +9.4% | +21.4% | -12.0% | +2.6% |
| 6M | +19.6% | +17.2% | +2.5% | +13.0% |
| YTD | +21.5% | +7.5% | +14.0% | +17.0% |
| 1Y | +28.0% | +6.2% | +21.8% | +23.6% |
| 3Y | +74.9% | +122.0% | -47.1% | +30.3% |
| 5Y | +108.1% | +112.2% | -4.0% | +51.8% |
| All | +251.7% | +675.7% | -424.1% | +83.8% |
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 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