+3,616.8%
CLS vs HCA
+69.0%
+3,547.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +5.0% | +2.9% | +2.0% | +4.2% |
| 30D | +4.8% | +2.4% | +2.4% | +4.1% |
| 3M | -10.4% | +13.0% | -23.4% | -13.5% |
| 6M | +20.8% | -21.4% | +42.2% | +28.6% |
| YTD | +10.0% | -9.5% | +19.5% | +12.4% |
| 1Y | +28.5% | +7.5% | +21.0% | +24.5% |
| 3Y | +1,292.2% | +57.6% | +1,234.6% | +1,037.0% |
| 5Y | +3,616.8% | +71.1% | +3,545.7% | +2,708.3% |
| All | +3,616.8% | +69.0% | +3,547.8% | +2,708.3% |
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