+10.9%
CMG vs HCA
+11.2%
-0.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +10.3% | -4.5% | +4.6% |
| 7D | +22.5% | +10.2% | +12.3% | +21.1% |
| 30D | +14.1% | +17.4% | -3.3% | +12.6% |
| 3M | +4.1% | +27.7% | -23.6% | +2.2% |
| 6M | +10.1% | +20.0% | -9.9% | +8.1% |
| YTD | -4.9% | +10.0% | -14.8% | -8.5% |
| 1Y | +10.9% | +9.0% | +1.9% | +6.4% |
| All | +10.9% | +11.2% | -0.3% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling