+1,731.8%
HCA vs CAH
+747.0%
+984.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +5.0% |
| 7D | +4.9% | -2.2% | +7.2% | +5.9% |
| 30D | +1.9% | +1.2% | +0.7% | +1.2% |
| 3M | +12.7% | +13.1% | -0.4% | +7.0% |
| 6M | -22.3% | +8.5% | -30.8% | -25.2% |
| YTD | -9.3% | +17.6% | -26.9% | -15.8% |
| 1Y | +2.7% | +60.7% | -57.9% | -17.1% |
| 3Y | +57.8% | +183.2% | -125.3% | -2.7% |
| 5Y | +70.3% | +402.2% | -331.9% | -19.9% |
| 10Y | +499.7% | +302.3% | +197.3% | +187.0% |
| All | +1,731.8% | +747.0% | +984.8% | +442.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling