+650.3%
HCA vs CFG
+216.2%
+434.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +0.8% | +3.2% | -2.4% | -0.3% |
| 30D | +6.1% | +5.1% | +1.0% | +4.2% |
| 3M | +21.4% | -11.2% | +32.7% | +26.6% |
| 6M | +17.2% | +9.6% | +7.6% | +12.9% |
| YTD | +7.5% | +15.0% | -7.5% | +1.2% |
| 1Y | +6.2% | +29.9% | -23.7% | -4.7% |
| 3Y | +122.0% | +192.1% | -70.1% | +36.8% |
| 5Y | +112.2% | +62.3% | +49.9% | +61.5% |
| All | +650.3% | +216.2% | +434.1% | +281.7% |
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