+2.7%
HCA vs CF
+65.9%
-63.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.8% | +2.1% | +5.0% |
| 7D | +4.9% | -0.8% | +5.8% | +4.9% |
| 30D | +1.9% | +14.3% | -12.4% | +2.4% |
| 3M | +12.7% | +27.9% | -15.1% | +13.9% |
| 6M | -22.3% | +25.5% | -47.9% | -21.5% |
| YTD | -9.3% | +81.2% | -90.5% | -11.0% |
| 1Y | +2.7% | +66.5% | -63.8% | +1.8% |
| All | +2.7% | +65.9% | -63.2% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling