+55.4%
CVS vs HCA
+57.5%
-2.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | -0.1% |
| 7D | -2.0% | +2.9% | -4.9% | -2.1% |
| 30D | +1.9% | +2.4% | -0.5% | +1.8% |
| 3M | -2.2% | +13.0% | -15.2% | -3.0% |
| 6M | +26.7% | -21.4% | +48.1% | +28.2% |
| YTD | +22.9% | -9.5% | +32.3% | +23.6% |
| 1Y | +32.9% | +7.5% | +25.4% | +32.3% |
| All | +55.4% | +57.5% | -2.1% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling