+9.0%
HCA vs CAPR
+47.4%
-38.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +8.3% | +2.1% | +10.4% |
| 7D | +10.2% | +43.2% | -32.9% | +10.7% |
| 30D | +17.4% | +14.7% | +2.8% | +17.6% |
| 3M | +27.7% | +113.9% | -86.2% | +29.0% |
| 6M | +20.0% | -73.4% | +93.4% | +19.6% |
| YTD | +10.0% | -69.1% | +79.1% | +9.8% |
| 1Y | +9.0% | +47.2% | -38.2% | +12.5% |
| All | +9.0% | +47.4% | -38.4% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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