+94.1%
CRH vs HCA
+71.9%
+22.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.3% | +0.6% |
| 7D | -6.1% | +5.4% | -11.5% | -7.6% |
| 30D | -9.3% | +3.0% | -12.3% | -10.2% |
| 3M | -15.2% | +13.0% | -28.2% | -18.6% |
| 6M | -14.2% | -20.3% | +6.1% | -8.6% |
| YTD | -28.3% | -8.2% | -20.0% | -27.3% |
| 1Y | -21.8% | +6.7% | -28.5% | -24.9% |
| 3Y | +71.6% | +60.4% | +11.2% | +38.0% |
| All | +94.1% | +71.9% | +22.2% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling