+490.2%
HCA vs CFG
+311.8%
+178.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | +2.9% | -1.7% | +4.6% | +3.6% |
| 30D | +2.4% | -4.6% | +7.0% | +4.0% |
| 3M | +13.0% | +7.9% | +5.2% | +9.8% |
| 6M | -21.4% | +19.9% | -41.2% | -26.6% |
| YTD | -9.5% | +21.7% | -31.2% | -16.3% |
| 1Y | +7.5% | +38.4% | -30.9% | -5.7% |
| 3Y | +57.6% | +187.0% | -129.4% | -1.5% |
| 5Y | +71.1% | +99.5% | -28.4% | +19.3% |
| All | +490.2% | +311.8% | +178.3% | +222.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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