+0.4%
CCL vs HCA
+69.0%
-68.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -4.3% | +2.9% | -7.2% | -5.6% |
| 30D | -19.0% | +2.4% | -21.3% | -20.0% |
| 3M | -13.1% | +13.0% | -26.1% | -18.5% |
| 6M | -13.3% | -21.4% | +8.1% | -3.9% |
| YTD | -25.2% | -9.5% | -15.8% | -23.4% |
| 1Y | -27.2% | +7.5% | -34.7% | -32.2% |
| 3Y | +49.2% | +57.6% | -8.4% | +5.3% |
| 5Y | +0.4% | +71.1% | -70.8% | -40.6% |
| All | +0.4% | +69.0% | -68.7% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling