+497.9%
HCA vs CFG
+396.4%
+101.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | -3.1% | +1.5% | -4.6% | -3.6% |
| 30D | -1.1% | -3.8% | +2.7% | +0.2% |
| 3M | +12.2% | +11.5% | +0.7% | +7.7% |
| 6M | -25.3% | +19.2% | -44.5% | -30.2% |
| YTD | -12.9% | +23.7% | -36.7% | -20.0% |
| 1Y | -0.9% | +38.8% | -39.8% | -13.2% |
| 3Y | +47.6% | +178.9% | -131.3% | -6.3% |
| 5Y | +67.0% | +101.8% | -34.8% | +16.1% |
| 10Y | +471.4% | +317.3% | +154.2% | +161.6% |
| All | +497.9% | +396.4% | +101.6% | +149.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling