+1,980.9%
CLS vs HCA
+111.8%
+1,869.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | +16.3% | +0.8% | +15.5% | +16.1% |
| 30D | -25.7% | +6.1% | -31.7% | -26.8% |
| 3M | -30.9% | +21.4% | -52.3% | -34.2% |
| 6M | -35.5% | +17.2% | -52.7% | -38.2% |
| YTD | -18.7% | +7.5% | -26.2% | -20.4% |
| 1Y | -17.9% | +6.2% | -24.1% | -19.4% |
| 3Y | +838.1% | +122.0% | +716.1% | +587.8% |
| All | +1,980.9% | +111.8% | +1,869.1% | +1,314.2% |
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