+64.8%
HCA vs CF
+222.3%
-157.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -0.8% |
| 7D | -2.8% | -0.9% | -1.9% | -2.7% |
| 30D | -2.7% | +18.1% | -20.8% | -4.0% |
| 3M | +11.5% | +23.4% | -11.9% | +9.5% |
| 6M | -24.3% | +17.1% | -41.4% | -25.8% |
| YTD | -13.6% | +76.2% | -89.8% | -19.2% |
| 1Y | -3.2% | +62.3% | -65.5% | -8.7% |
| 3Y | +50.4% | +71.8% | -21.4% | +39.6% |
| 5Y | +64.8% | +234.6% | -169.8% | +28.2% |
| All | +64.8% | +222.3% | -157.5% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling