+60.4%
HCA vs CG
+42.2%
+18.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.5% |
| 7D | +5.4% | -9.9% | +15.3% | +6.2% |
| 30D | +3.0% | -11.7% | +14.6% | +3.9% |
| 3M | +13.0% | -4.3% | +17.3% | +13.3% |
| 6M | -20.3% | -8.8% | -11.5% | -19.8% |
| YTD | -8.2% | -26.9% | +18.6% | -6.7% |
| 1Y | +6.7% | -35.4% | +42.1% | +9.4% |
| 3Y | +60.4% | +43.0% | +17.3% | +40.5% |
| All | +60.4% | +42.2% | +18.2% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 3y: compounded portfolio wealth divided by compounded CG 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…
3y analysis · Full analysis span regression · 6 months rolling