+9.0%
HCA vs CAH
+38.5%
-29.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.6% | +6.8% | +8.7% |
| 7D | +10.2% | +7.0% | +3.2% | +7.2% |
| 30D | +17.4% | +12.4% | +5.1% | +12.0% |
| 3M | +27.7% | +12.2% | +15.5% | +21.5% |
| 6M | +20.0% | +33.2% | -13.2% | +6.5% |
| YTD | +10.0% | +28.4% | -18.4% | -1.9% |
| 1Y | +9.0% | +35.0% | -26.0% | -5.7% |
| All | +9.0% | +38.5% | -29.5% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling