+51.2%
CME vs HCA
+57.5%
-6.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -2.4% | +2.9% | -5.3% | -2.6% |
| 30D | +6.2% | +2.4% | +3.8% | +6.0% |
| 3M | +4.4% | +13.0% | -8.7% | +3.5% |
| 6M | -9.6% | -21.4% | +11.7% | -9.2% |
| YTD | +3.8% | -9.5% | +13.2% | +3.4% |
| 1Y | +9.5% | +7.5% | +2.0% | +8.1% |
| All | +51.2% | +57.5% | -6.2% | +56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling