+33.1%
CVS vs HCA
+69.6%
-36.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | -0.1% |
| 7D | -2.0% | +2.9% | -4.9% | -2.4% |
| 30D | +1.9% | +2.4% | -0.5% | +1.5% |
| 3M | -2.2% | +13.0% | -15.2% | -4.4% |
| 6M | +26.7% | -21.4% | +48.1% | +31.4% |
| YTD | +22.9% | -9.5% | +32.3% | +24.1% |
| 1Y | +32.9% | +7.5% | +25.4% | +30.0% |
| 3Y | +62.3% | +57.6% | +4.7% | +43.5% |
| All | +33.1% | +69.6% | -36.5% | +10.9% |
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