-21.8%
CRH vs HCA
+8.6%
-30.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.3% | +0.8% |
| 7D | -6.1% | +5.4% | -11.5% | -6.8% |
| 30D | -9.3% | +3.0% | -12.3% | -9.7% |
| 3M | -15.2% | +13.0% | -28.2% | -16.7% |
| 6M | -14.2% | -20.3% | +6.1% | -14.6% |
| YTD | -28.3% | -8.2% | -20.0% | -28.8% |
| 1Y | -21.8% | +6.7% | -28.5% | -24.1% |
| All | -21.8% | +8.6% | -30.4% | -24.1% |
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 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