-36.9%
CBRS vs HCA
-1.5%
-35.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.9% | -6.7% | +1.1% |
| 7D | +6.3% | +4.9% | +1.4% | +9.4% |
| 30D | -14.7% | +1.9% | -16.6% | -13.3% |
| 3M | -13.5% | +12.7% | -26.2% | -4.7% |
| All | -36.9% | -1.5% | -35.5% | -38.6% |
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 · Available span rolling