+97.4%
CB vs HCA
+66.8%
+30.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -0.6% | -2.8% | +2.2% | 0.0% |
| 30D | -3.9% | -2.7% | -1.2% | -3.4% |
| 3M | +4.9% | +11.5% | -6.6% | +2.1% |
| 6M | +3.3% | -24.3% | +27.5% | +9.2% |
| YTD | +8.5% | -13.6% | +22.1% | +11.0% |
| 1Y | +22.1% | -3.2% | +25.3% | +21.4% |
| 3Y | +70.1% | +50.4% | +19.7% | +51.5% |
| 5Y | +97.4% | +64.8% | +32.6% | +62.4% |
| All | +97.4% | +66.8% | +30.6% | +62.4% |
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