+19.6%
CME vs HCA
+11.2%
+8.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.3% | -9.0% | +0.3% |
| 7D | +4.8% | +10.2% | -5.4% | +3.7% |
| 30D | +14.2% | +17.4% | -3.3% | +12.3% |
| 3M | +17.9% | +27.7% | -9.7% | +15.2% |
| 6M | +7.2% | +20.0% | -12.8% | +3.9% |
| YTD | +16.7% | +10.0% | +6.8% | +11.1% |
| 1Y | +19.6% | +9.0% | +10.5% | +14.3% |
| All | +19.6% | +11.2% | +8.4% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling