+313.8%
CVS vs HCA
+1,718.5%
-1,404.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | -0.1% |
| 7D | -2.0% | +2.9% | -4.9% | -2.6% |
| 30D | +1.9% | +2.4% | -0.5% | +1.3% |
| 3M | -2.2% | +13.0% | -15.2% | -5.1% |
| 6M | +26.7% | -21.4% | +48.1% | +32.7% |
| YTD | +22.9% | -9.5% | +32.3% | +24.3% |
| 1Y | +32.9% | +7.5% | +25.4% | +29.2% |
| 3Y | +62.3% | +57.6% | +4.7% | +41.9% |
| 5Y | +34.2% | +71.1% | -36.9% | +12.7% |
| 10Y | +41.8% | +498.8% | -457.0% | -11.2% |
| All | +313.8% | +1,718.5% | -1,404.7% | +101.5% |
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 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