+660.2%
CB vs HCA
+1,648.5%
-988.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.6% |
| 7D | +0.5% | -3.1% | +3.6% | +1.3% |
| 30D | -3.1% | -1.1% | -2.0% | -2.9% |
| 3M | +9.0% | +12.2% | -3.2% | +5.4% |
| 6M | +2.9% | -25.3% | +28.2% | +10.3% |
| YTD | +10.1% | -12.9% | +23.1% | +13.0% |
| 1Y | +22.8% | -0.9% | +23.7% | +21.5% |
| 3Y | +73.8% | +47.6% | +26.2% | +52.6% |
| 5Y | +99.2% | +67.0% | +32.2% | +65.1% |
| 10Y | +218.2% | +471.4% | -253.2% | +92.1% |
| All | +660.2% | +1,648.5% | -988.3% | +243.9% |
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