+70.3%
HCA vs CFG
+99.7%
-29.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.8% | +5.1% |
| 7D | +4.9% | -0.6% | +5.5% | +5.0% |
| 30D | +1.9% | -4.5% | +6.4% | +2.9% |
| 3M | +12.7% | +6.3% | +6.4% | +11.3% |
| 6M | -22.3% | +20.6% | -42.9% | -25.4% |
| YTD | -9.3% | +21.2% | -30.6% | -13.2% |
| 1Y | +2.7% | +38.2% | -35.5% | -4.5% |
| 3Y | +57.8% | +185.9% | -128.1% | +18.7% |
| 5Y | +70.3% | +97.0% | -26.7% | +41.6% |
| All | +70.3% | +99.7% | -29.3% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling