-53.4%
CPNG vs HCA
+8.6%
-62.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +3.0% |
| 7D | -1.1% | +5.4% | -6.5% | -1.2% |
| 30D | -7.4% | +3.0% | -10.3% | -7.4% |
| 3M | -12.3% | +13.0% | -25.4% | -12.7% |
| 6M | -19.4% | -20.3% | +0.8% | -21.4% |
| YTD | -35.9% | -8.2% | -27.7% | -39.0% |
| 1Y | -53.4% | +6.7% | -60.1% | -54.4% |
| All | -53.4% | +8.6% | -62.0% | -54.4% |
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