+41.3%
CL vs HCA
+112.2%
-70.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +1.0% |
| 7D | +0.5% | +7.9% | -7.4% | -1.1% |
| 30D | +11.6% | +11.9% | -0.3% | +9.0% |
| 3M | +5.6% | +22.4% | -16.8% | +1.3% |
| 6M | +13.2% | +16.5% | -3.3% | +9.2% |
| YTD | +26.9% | +8.7% | +18.2% | +23.7% |
| 1Y | +27.3% | +6.7% | +20.7% | +24.4% |
| 3Y | +39.7% | +127.0% | -87.3% | +17.7% |
| 5Y | +41.3% | +113.9% | -72.6% | +17.8% |
| All | +41.3% | +112.2% | -70.9% | +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 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