+274.2%
CME vs HCA
+511.6%
-237.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.2% |
| 7D | -1.6% | +5.4% | -7.0% | -2.8% |
| 30D | +5.6% | +3.0% | +2.6% | +4.8% |
| 3M | +5.6% | +13.0% | -7.4% | +2.3% |
| 6M | -8.3% | -20.3% | +12.0% | -4.0% |
| YTD | +4.3% | -8.2% | +12.6% | +5.3% |
| 1Y | +9.1% | +6.7% | +2.4% | +6.0% |
| 3Y | +52.1% | +60.4% | -8.3% | +30.9% |
| 5Y | +79.7% | +73.4% | +6.2% | +47.5% |
| All | +274.2% | +511.6% | -237.4% | +117.8% |
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