+1,658.7%
HCA vs CF
+676.6%
+982.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.3% |
| 7D | -3.1% | +6.0% | -9.1% | -4.4% |
| 30D | -1.1% | +14.8% | -16.0% | -4.3% |
| 3M | +12.2% | +14.1% | -1.9% | +8.3% |
| 6M | -25.3% | +28.5% | -53.9% | -31.0% |
| YTD | -12.9% | +74.9% | -87.9% | -25.7% |
| 1Y | -0.9% | +61.7% | -62.6% | -14.0% |
| 3Y | +47.6% | +80.3% | -32.7% | +21.7% |
| 5Y | +67.0% | +226.0% | -159.0% | +10.0% |
| 10Y | +471.4% | +569.9% | -98.4% | +201.5% |
| All | +1,658.7% | +676.6% | +982.1% | +766.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling