+66.4%
CME vs HCA
+118.7%
-52.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | +3.9% | +0.8% | +3.1% | +3.9% |
| 30D | +11.3% | +6.1% | +5.3% | +10.7% |
| 3M | +19.6% | +21.4% | -1.9% | +17.6% |
| 6M | +8.1% | +17.2% | -9.1% | +6.1% |
| YTD | +20.4% | +7.5% | +12.9% | +18.3% |
| 1Y | +16.5% | +6.2% | +10.3% | +14.6% |
| 3Y | +66.4% | +122.0% | -55.6% | +60.2% |
| All | +66.4% | +118.7% | -52.2% | +60.2% |
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