+613.4%
CMG vs HCA
+1,718.5%
-1,105.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -3.8% | +2.9% | -6.8% | -4.6% |
| 30D | +12.9% | +2.4% | +10.5% | +12.1% |
| 3M | +18.8% | +13.0% | +5.7% | +14.4% |
| 6M | +4.1% | -21.4% | +25.4% | +9.8% |
| YTD | -2.4% | -9.5% | +7.1% | -1.1% |
| 1Y | -6.7% | +7.5% | -14.2% | -9.7% |
| 3Y | -7.1% | +57.6% | -64.7% | -20.5% |
| 5Y | -5.0% | +71.1% | -76.1% | -22.1% |
| 10Y | +323.5% | +498.8% | -175.3% | +139.1% |
| All | +613.4% | +1,718.5% | -1,105.1% | +201.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling