+70.1%
CB vs HCA
+51.3%
+18.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -0.6% | -2.8% | +2.2% | -0.1% |
| 30D | -3.9% | -2.7% | -1.2% | -3.4% |
| 3M | +4.9% | +11.5% | -6.6% | +2.5% |
| 6M | +3.3% | -24.3% | +27.5% | +8.3% |
| YTD | +8.5% | -13.6% | +22.1% | +10.5% |
| 1Y | +22.1% | -3.2% | +25.3% | +21.0% |
| 3Y | +70.1% | +50.4% | +19.7% | +64.8% |
| All | +70.1% | +51.3% | +18.8% | +64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling