+2,088.9%
CLS vs HCA
+2,058.6%
+30.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | +16.3% | +0.8% | +15.5% | +16.0% |
| 30D | -25.7% | +6.1% | -31.7% | -27.5% |
| 3M | -30.9% | +21.4% | -52.3% | -35.6% |
| 6M | -35.5% | +17.2% | -52.7% | -39.8% |
| YTD | -18.7% | +7.5% | -26.2% | -22.2% |
| 1Y | -17.9% | +6.2% | -24.1% | -21.1% |
| 3Y | +838.1% | +122.0% | +716.1% | +576.8% |
| 5Y | +1,971.9% | +112.2% | +1,859.7% | +1,379.9% |
| 10Y | +1,907.9% | +675.7% | +1,232.1% | +849.5% |
| All | +2,088.9% | +2,058.6% | +30.3% | +639.7% |
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