+29.6%
CL vs HCA
+51.3%
-21.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -1.4% | -2.8% | +1.4% | -0.8% |
| 30D | -5.2% | -2.7% | -2.5% | -4.7% |
| 3M | +3.3% | +11.5% | -8.2% | +0.9% |
| 6M | -4.4% | -24.3% | +19.9% | +0.3% |
| YTD | +13.9% | -13.6% | +27.5% | +16.2% |
| 1Y | +7.6% | -3.2% | +10.8% | +7.1% |
| 3Y | +29.6% | +50.4% | -20.8% | +25.7% |
| All | +29.6% | +51.3% | -21.8% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling