+3,154.0%
CLS vs HCA
+511.6%
+2,642.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.4% | +5.2% | +6.1% |
| 7D | +10.9% | +5.4% | +5.5% | +8.8% |
| 30D | +2.1% | +3.0% | -0.9% | +0.9% |
| 3M | -10.2% | +13.0% | -23.2% | -15.0% |
| 6M | +30.4% | -20.3% | +50.6% | +40.4% |
| YTD | +17.2% | -8.2% | +25.5% | +19.3% |
| 1Y | +41.0% | +6.7% | +34.3% | +34.4% |
| 3Y | +1,338.0% | +60.4% | +1,277.6% | +1,008.0% |
| 5Y | +3,860.6% | +73.4% | +3,787.1% | +2,737.3% |
| All | +3,154.0% | +511.6% | +2,642.4% | +1,341.8% |
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