+219.2%
CB vs HCA
+503.4%
-284.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | -2.8% | +2.9% | -5.7% | -3.6% |
| 30D | -2.4% | +2.4% | -4.8% | -3.2% |
| 3M | +2.8% | +13.0% | -10.3% | -1.4% |
| 6M | +4.8% | -21.4% | +26.1% | +11.9% |
| YTD | +9.2% | -9.5% | +18.6% | +11.1% |
| 1Y | +22.8% | +7.5% | +15.3% | +18.2% |
| 3Y | +71.1% | +57.6% | +13.6% | +43.1% |
| 5Y | +101.0% | +71.1% | +29.9% | +58.4% |
| All | +219.2% | +503.4% | -284.1% | +78.6% |
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 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