+223.3%
CL vs HCA
+1,648.5%
-1,425.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | -1.3% |
| 7D | -2.2% | -3.1% | +0.9% | -1.7% |
| 30D | -4.8% | -1.1% | -3.7% | -4.7% |
| 3M | +4.9% | +12.2% | -7.2% | +2.9% |
| 6M | -5.7% | -25.3% | +19.6% | -1.7% |
| YTD | +14.4% | -12.9% | +27.3% | +16.3% |
| 1Y | +8.7% | -0.9% | +9.7% | +8.3% |
| 3Y | +30.0% | +47.6% | -17.6% | +21.1% |
| 5Y | +28.4% | +67.0% | -38.6% | +15.8% |
| 10Y | +50.1% | +471.4% | -421.4% | +11.6% |
| All | +223.3% | +1,648.5% | -1,425.3% | +104.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling