+60.4%
HCA vs CAH
+176.8%
-116.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.5% |
| 7D | +5.4% | -5.1% | +10.5% | +6.9% |
| 30D | +3.0% | +0.2% | +2.8% | +2.8% |
| 3M | +13.0% | +6.3% | +6.7% | +11.2% |
| 6M | -20.3% | +9.4% | -29.7% | -22.2% |
| YTD | -8.2% | +15.0% | -23.2% | -11.6% |
| 1Y | +6.7% | +55.4% | -48.7% | -3.7% |
| 3Y | +60.4% | +173.8% | -113.4% | +26.3% |
| All | +60.4% | +176.8% | -116.4% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling