+692.5%
CRM vs HCA
+1,743.3%
-1,050.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.6% | +1.6% |
| 7D | -4.4% | +5.4% | -9.9% | -5.9% |
| 30D | +28.1% | +3.0% | +25.2% | +26.9% |
| 3M | +48.8% | +13.0% | +35.8% | +43.4% |
| 6M | +28.3% | -20.3% | +48.5% | +35.3% |
| YTD | -6.0% | -8.2% | +2.2% | -5.3% |
| 1Y | +1.4% | +6.7% | -5.3% | -2.5% |
| 3Y | +11.8% | +60.4% | -48.5% | -6.8% |
| 5Y | -2.0% | +73.4% | -75.5% | -21.9% |
| 10Y | +239.6% | +506.9% | -267.3% | +79.4% |
| All | +692.5% | +1,743.3% | -1,050.8% | +182.8% |
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