+189.0%
CDE vs HCA
+71.9%
+117.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.8% |
| 7D | -3.1% | +5.4% | -8.5% | -4.7% |
| 30D | +9.5% | +3.0% | +6.5% | +8.2% |
| 3M | +25.5% | +13.0% | +12.5% | +19.7% |
| 6M | -7.9% | -20.3% | +12.4% | -1.0% |
| YTD | +15.6% | -8.2% | +23.8% | +16.7% |
| 1Y | +34.0% | +6.7% | +27.3% | +26.9% |
| 3Y | +791.9% | +60.4% | +731.5% | +591.0% |
| All | +189.0% | +71.9% | +117.0% | +99.6% |
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