-28.8%
CCL vs HCA
+8.6%
-37.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.1% | +1.1% |
| 7D | -3.2% | +5.4% | -8.6% | -3.9% |
| 30D | -17.8% | +3.0% | -20.8% | -18.1% |
| 3M | -18.7% | +13.0% | -31.7% | -20.0% |
| 6M | -11.4% | -20.3% | +8.9% | -11.8% |
| YTD | -24.3% | -8.2% | -16.1% | -24.8% |
| 1Y | -28.8% | +6.7% | -35.5% | -31.0% |
| All | -28.8% | +8.6% | -37.4% | -31.0% |
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 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 · 6 months rolling