-0.8%
CRM vs HCA
+71.9%
-72.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.6% | +1.6% |
| 7D | -4.4% | +5.4% | -9.9% | -5.6% |
| 30D | +28.1% | +3.0% | +25.2% | +27.0% |
| 3M | +48.8% | +13.0% | +35.8% | +44.1% |
| 6M | +28.3% | -20.3% | +48.5% | +34.8% |
| YTD | -6.0% | -8.2% | +2.2% | -5.5% |
| 1Y | +1.4% | +6.7% | -5.3% | -3.1% |
| 3Y | +11.8% | +60.4% | -48.5% | -10.1% |
| All | -0.8% | +71.9% | -72.8% | -29.2% |
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