+69.4%
HCA vs CART
+11.0%
+58.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.8% | +7.8% | +5.0% |
| 7D | +4.9% | -9.5% | +14.4% | +5.3% |
| 30D | +1.9% | -7.8% | +9.6% | +2.1% |
| 3M | +12.7% | +10.4% | +2.3% | +12.3% |
| 6M | -22.3% | +20.1% | -42.4% | -22.9% |
| YTD | -9.3% | +3.7% | -13.0% | -9.4% |
| 1Y | +2.7% | +2.6% | +0.2% | +2.7% |
| All | +69.4% | +11.0% | +58.4% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling