+498.2%
HCA vs CAH
+294.8%
+203.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.6% |
| 7D | +5.4% | -5.1% | +10.5% | +7.6% |
| 30D | +3.0% | +0.2% | +2.8% | +2.8% |
| 3M | +13.0% | +6.3% | +6.7% | +10.3% |
| 6M | -20.3% | +9.4% | -29.7% | -23.2% |
| YTD | -8.2% | +15.0% | -23.2% | -13.5% |
| 1Y | +6.7% | +55.4% | -48.7% | -11.3% |
| 3Y | +60.4% | +173.8% | -113.4% | +3.8% |
| 5Y | +73.4% | +395.2% | -321.8% | -13.5% |
| All | +498.2% | +294.8% | +203.4% | +209.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling