-36.9%
CORZ vs HCA
+17.3%
-54.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.8% |
| 7D | +26.4% | -1.3% | +27.7% | +25.4% |
| 30D | -6.8% | +8.7% | -15.5% | -1.8% |
| 3M | -31.1% | +21.0% | -52.1% | -23.9% |
| 6M | -36.9% | +17.0% | -53.9% | -32.1% |
| All | -36.9% | +17.3% | -54.2% | -32.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling