+122.7%
HCA vs CAPR
+264.4%
-141.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.7% | +7.7% | -1.1% |
| 7D | -1.3% | +19.1% | -20.4% | -1.2% |
| 30D | +8.7% | +48.8% | -40.2% | +9.1% |
| 3M | +21.0% | +144.4% | -123.4% | +22.1% |
| 6M | +17.0% | -67.5% | +84.5% | +16.8% |
| YTD | +7.8% | -64.5% | +72.3% | +7.8% |
| 1Y | +6.4% | +74.4% | -68.0% | +8.8% |
| All | +122.7% | +264.4% | -141.7% | +113.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling