+103.1%
HCA vs CART
+39.2%
+64.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +2.0% |
| 7D | +7.9% | +1.5% | +6.4% | +7.9% |
| 30D | +11.9% | +22.4% | -10.5% | +11.1% |
| 3M | +22.4% | +16.5% | +5.8% | +21.6% |
| 6M | +16.5% | +44.9% | -28.4% | +14.9% |
| YTD | +8.7% | +30.0% | -21.2% | +7.8% |
| 1Y | +6.7% | +59.1% | -52.4% | +4.9% |
| 3Y | +127.0% | +138.8% | -11.8% | +112.6% |
| All | +103.1% | +39.2% | +64.0% | +96.5% |
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