+724.0%
CB vs HCA
+2,081.8%
-1,357.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +0.7% | +9.0% | -8.3% | -1.6% |
| 30D | +8.2% | +11.8% | -3.6% | +4.9% |
| 3M | +6.3% | +22.1% | -15.8% | +0.6% |
| 6M | +16.2% | +16.4% | -0.2% | +11.0% |
| YTD | +19.3% | +8.6% | +10.7% | +15.4% |
| 1Y | +29.2% | +10.6% | +18.6% | +24.2% |
| 3Y | +71.4% | +121.7% | -50.2% | +35.3% |
| 5Y | +104.2% | +114.5% | -10.2% | +58.3% |
| 10Y | +246.7% | +657.1% | -410.4% | +95.5% |
| All | +724.0% | +2,081.8% | -1,357.8% | +251.0% |
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