+245.6%
CRH vs HCA
+511.6%
-266.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.3% | +0.5% |
| 7D | -6.1% | +5.4% | -11.5% | -7.9% |
| 30D | -9.3% | +3.0% | -12.3% | -10.4% |
| 3M | -15.2% | +13.0% | -28.2% | -19.3% |
| 6M | -14.2% | -20.3% | +6.1% | -7.6% |
| YTD | -28.3% | -8.2% | -20.0% | -27.0% |
| 1Y | -21.8% | +6.7% | -28.5% | -25.2% |
| 3Y | +71.6% | +60.4% | +11.2% | +36.5% |
| 5Y | +96.6% | +73.4% | +23.2% | +47.2% |
| All | +245.6% | +511.6% | -266.0% | +70.5% |
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 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