+79.6%
CME vs HCA
+71.9%
+7.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.4% |
| 7D | -1.6% | +5.4% | -7.0% | -2.3% |
| 30D | +5.6% | +3.0% | +2.6% | +5.2% |
| 3M | +5.6% | +13.0% | -7.4% | +3.8% |
| 6M | -8.3% | -20.3% | +12.0% | -6.1% |
| YTD | +4.3% | -8.2% | +12.6% | +4.6% |
| 1Y | +9.1% | +6.7% | +2.4% | +7.1% |
| 3Y | +52.1% | +60.4% | -8.3% | +39.0% |
| All | +79.6% | +71.9% | +7.7% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling