+29.5%
CL vs HCA
+7.0%
+22.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +3.2% | +0.8% | +2.4% | +3.0% |
| 30D | +8.0% | +6.1% | +2.0% | +6.4% |
| 3M | +7.9% | +21.4% | -13.6% | +3.2% |
| 6M | +14.7% | +17.2% | -2.4% | +9.2% |
| YTD | +29.2% | +7.5% | +21.7% | +24.7% |
| 1Y | +29.5% | +6.2% | +23.4% | +25.1% |
| All | +29.5% | +7.0% | +22.6% | +25.1% |
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