-70.5%
CBRS vs HCA
+19.5%
-90.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +10.3% | -16.4% | -1.2% |
| 7D | -18.4% | +10.2% | -28.6% | -14.1% |
| 30D | -49.4% | +17.4% | -66.8% | -44.9% |
| 3M | -59.6% | +27.7% | -87.2% | -53.7% |
| All | -70.5% | +19.5% | -90.0% | -68.2% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling