-23.1%
CCL vs HCA
+1,635.7%
-1,658.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.9% |
| 7D | -0.1% | -2.8% | +2.7% | +1.3% |
| 30D | -20.0% | -2.7% | -17.2% | -19.0% |
| 3M | -13.7% | +11.5% | -25.1% | -19.1% |
| 6M | -9.0% | -24.3% | +15.3% | +3.8% |
| YTD | -22.8% | -13.6% | -9.2% | -18.6% |
| 1Y | -25.3% | -3.2% | -22.1% | -26.4% |
| 3Y | +54.1% | +50.4% | +3.7% | +15.0% |
| 5Y | +3.5% | +64.8% | -61.3% | -28.2% |
| 10Y | -41.0% | +456.5% | -497.6% | -75.2% |
| All | -23.1% | +1,635.7% | -1,658.8% | -77.5% |
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