+499.7%
HCA vs CF
+599.7%
-100.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.8% | +2.1% | +4.3% |
| 7D | +4.9% | -0.8% | +5.8% | +5.1% |
| 30D | +1.9% | +14.3% | -12.4% | -1.4% |
| 3M | +12.7% | +27.9% | -15.1% | +5.8% |
| 6M | -22.3% | +25.5% | -47.9% | -28.1% |
| YTD | -9.3% | +81.2% | -90.5% | -24.4% |
| 1Y | +2.7% | +66.5% | -63.8% | -12.7% |
| 3Y | +57.8% | +76.7% | -18.8% | +28.4% |
| 5Y | +70.3% | +237.8% | -167.5% | +1.7% |
| 10Y | +499.7% | +619.9% | -120.2% | +204.6% |
| All | +499.7% | +599.7% | -100.0% | +204.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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