+729.9%
CB vs HCA
+2,065.5%
-1,335.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.4% | +0.7% |
| 7D | 0.0% | -1.3% | +1.4% | +0.4% |
| 30D | +7.4% | +8.7% | -1.3% | +4.9% |
| 3M | +8.6% | +21.0% | -12.4% | +3.0% |
| 6M | +16.1% | +17.0% | -0.8% | +10.8% |
| YTD | +20.2% | +7.8% | +12.4% | +16.4% |
| 1Y | +27.2% | +6.4% | +20.8% | +23.5% |
| 3Y | +72.7% | +120.0% | -47.3% | +36.5% |
| 5Y | +105.9% | +112.9% | -6.9% | +60.0% |
| 10Y | +248.1% | +678.2% | -430.1% | +95.5% |
| All | +729.9% | +2,065.5% | -1,335.6% | +254.2% |
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