+57.3%
CL vs HCA
+487.9%
-430.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.4% | -1.3% |
| 7D | -2.3% | +4.9% | -7.2% | -3.1% |
| 30D | -5.5% | +1.9% | -7.4% | -5.9% |
| 3M | +0.8% | +12.7% | -11.9% | -1.4% |
| 6M | -4.2% | -22.3% | +18.1% | -0.4% |
| YTD | +13.4% | -9.3% | +22.8% | +14.7% |
| 1Y | +7.1% | +2.7% | +4.3% | +5.8% |
| 3Y | +29.0% | +57.8% | -28.8% | +17.8% |
| 5Y | +28.3% | +70.3% | -42.0% | +13.9% |
| 10Y | +57.3% | +499.7% | -442.4% | +17.8% |
| All | +57.3% | +487.9% | -430.6% | +17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling