+322.0%
CMG vs HCA
+511.6%
-189.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.2% |
| 7D | -2.1% | +5.4% | -7.5% | -3.6% |
| 30D | +10.9% | +3.0% | +7.9% | +9.8% |
| 3M | +15.8% | +13.0% | +2.8% | +11.0% |
| 6M | +6.9% | -20.3% | +27.2% | +13.3% |
| YTD | -2.2% | -8.2% | +6.1% | -1.2% |
| 1Y | -7.1% | +6.7% | -13.8% | -10.5% |
| 3Y | -7.1% | +60.4% | -67.5% | -23.3% |
| 5Y | -4.8% | +73.4% | -78.2% | -25.4% |
| All | +322.0% | +511.6% | -189.6% | +116.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling