+541.7%
CRH vs HCA
+1,743.3%
-1,201.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.3% | +0.6% |
| 7D | -6.1% | +5.4% | -11.5% | -7.8% |
| 30D | -9.3% | +3.0% | -12.3% | -10.3% |
| 3M | -15.2% | +13.0% | -28.2% | -19.0% |
| 6M | -14.2% | -20.3% | +6.1% | -8.1% |
| YTD | -28.3% | -8.2% | -20.0% | -27.1% |
| 1Y | -21.8% | +6.7% | -28.5% | -24.8% |
| 3Y | +71.6% | +60.4% | +11.2% | +39.7% |
| 5Y | +96.6% | +73.4% | +23.2% | +51.9% |
| 10Y | +253.8% | +506.9% | -253.1% | +73.0% |
| All | +541.7% | +1,743.3% | -1,201.6% | +109.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling