+73.1%
CME vs HCA
+111.8%
-38.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | +3.9% | +0.8% | +3.1% | +3.8% |
| 30D | +11.3% | +6.1% | +5.3% | +10.4% |
| 3M | +19.6% | +21.4% | -1.9% | +16.4% |
| 6M | +8.1% | +17.2% | -9.1% | +5.5% |
| YTD | +20.4% | +7.5% | +12.9% | +18.2% |
| 1Y | +16.5% | +6.2% | +10.3% | +14.5% |
| 3Y | +66.4% | +122.0% | -55.6% | +44.4% |
| All | +73.1% | +111.8% | -38.7% | +45.0% |
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