+7.5%
HCA vs CAPR
+26.9%
-19.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | -0.2% |
| 7D | +2.9% | -10.6% | +13.5% | +2.8% |
| 30D | +2.4% | +111.2% | -108.8% | +3.3% |
| 3M | +13.0% | -67.2% | +80.3% | +12.7% |
| 6M | -21.4% | -75.1% | +53.8% | -21.8% |
| YTD | -9.5% | -71.2% | +61.8% | -9.7% |
| 1Y | +7.5% | +31.1% | -23.6% | +12.0% |
| All | +7.5% | +26.9% | -19.4% | +12.0% |
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