+40.0%
CVS vs HCA
+511.6%
-471.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -1.0% |
| 7D | -2.2% | +5.4% | -7.6% | -3.4% |
| 30D | -0.1% | +3.0% | -3.0% | -0.9% |
| 3M | -5.2% | +13.0% | -18.2% | -8.3% |
| 6M | +26.9% | -20.3% | +47.2% | +33.0% |
| YTD | +22.1% | -8.2% | +30.3% | +23.2% |
| 1Y | +30.8% | +6.7% | +24.1% | +27.0% |
| 3Y | +54.4% | +60.4% | -6.0% | +32.0% |
| 5Y | +33.4% | +73.4% | -40.1% | +8.8% |
| All | +40.0% | +511.6% | -471.6% | -14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling