+31.4%
CORZ vs HCA
-0.5%
+31.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | -0.3% |
| 7D | +8.4% | -3.1% | +11.4% | +7.6% |
| 30D | -17.8% | -1.1% | -16.7% | -17.9% |
| 3M | -35.9% | +12.2% | -48.1% | -34.5% |
| 6M | +12.9% | -25.3% | +38.3% | +8.1% |
| YTD | +22.9% | -12.9% | +35.8% | +22.3% |
| 1Y | +31.4% | -0.9% | +32.3% | +58.4% |
| All | +31.4% | -0.5% | +31.9% | +58.4% |
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