+101.4%
HCA vs CART
+39.2%
+62.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -1.3% | +1.2% | -2.5% | -1.4% |
| 30D | +8.7% | +17.8% | -9.1% | +8.0% |
| 3M | +21.0% | +20.7% | +0.3% | +20.1% |
| 6M | +17.0% | +49.7% | -32.8% | +15.3% |
| YTD | +7.8% | +30.0% | -22.2% | +6.9% |
| 1Y | +6.4% | +48.4% | -42.0% | +5.0% |
| 3Y | +120.0% | +132.0% | -12.0% | +106.4% |
| All | +101.4% | +39.2% | +62.2% | +94.9% |
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