+1,658.7%
HCA vs CAPR
-97.0%
+1,755.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.0% |
| 7D | -3.1% | -2.0% | -1.1% | -3.1% |
| 30D | -1.1% | +139.2% | -140.3% | -2.0% |
| 3M | +12.2% | -66.4% | +78.5% | +12.5% |
| 6M | -25.3% | -63.1% | +37.8% | -25.2% |
| YTD | -12.9% | -67.4% | +54.5% | -12.7% |
| 1Y | -0.9% | +58.2% | -59.2% | -4.4% |
| 3Y | +47.6% | +42.2% | +5.4% | +39.5% |
| 5Y | +67.0% | +87.3% | -20.3% | +55.6% |
| 10Y | +471.4% | -75.3% | +546.7% | +408.0% |
| All | +1,658.7% | -97.0% | +1,755.7% | +1,565.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling